Barbora Štěpánková
Barbora Štěpánková is a Head of Research and Development at Credit Benchmark, focusing on analysis of credit risk estimates from financial institutions. Her research interests include credit risk modeling, bank regulation and machine learning. Barbora holds a PhD in Finance from Charles University, Czech Republic.
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Articles by Barbora Štěpánková
Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian?
This study explores banks’ internal credit risk estimates and the associated banksourced transition matrixes.