Download Citation on ResearchGate | On Jan 1, , Oldrich Alfons Vasicek and others published The Distribution of Loan Portfolio Value }. Download Citation on ResearchGate | Loan Portfolio Value | The amount of The loan portfolio theory by Vasicek () is used to quantify the probabilities. Corporation or Kealhofer, McQuown, Vasicek Development, L.P. (collectively, “ KMV”). This on any one loan be p, and assume that the values of the borrowing .
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The Distribution of Loan Portfolio Value
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THE DISTRIBUTION OF LOAN PORTFOLIO VALUE * Oldrich Alfons Vasicek – PDF
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THE DISTRIBUTION OF LOAN PORTFOLIO VALUE * Oldrich Alfons Vasicek
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