Tarashev, Nikola A.; Zhu, Haibin <br/><br/>
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) 
<br/><br/> ISSN: 1020-0959 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Credit risk