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

Copyright @ 2024  |  All rights reserved, H.T. Parekh Library, Krea University, Sri City