Ing. Mgr. Barbora Štěpánková (Máková) M.A. - Publikace

Články v impaktovaných časopisech

2021 Bank-sourced credit transition matrices: Estimation and characteristics, European Journal of Operational Research

2021 Bank-Sourced Transition Matrices: Are Banks’ InternalCredit Risk Estimates Markovian?, Journal of Credit Risk (forthcoming)

IES Working Papers

2020 Consistency of Banks' Internal Probability of Default Estimates, IES Working Papers 44/2020

2019 Bank-Sourced Transition Matrices: Are Banks' Internal Credit Risk Estimates Markovian?, IES Working Papers 3/2019

Partneři

Deloitte

Sponzoři

CRIF
McKinsey
Patria Finance