Modelling and calibration errors in measures of portfolio Credit risk
Tarashev, Nikola A.; Zhu, Haibin
Modelling and calibration errors in measures of portfolio Credit risk - Basle Bank for International Settlements 2007 - 38 p. See BIS 332.15 TAR (Includes Acc. Nos. 32919, 32920, 32921 & 32922)
ISSN: 1020-0959
Credit risk
Modelling and calibration errors in measures of portfolio Credit risk - Basle Bank for International Settlements 2007 - 38 p. See BIS 332.15 TAR (Includes Acc. Nos. 32919, 32920, 32921 & 32922)
ISSN: 1020-0959
Credit risk