In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective
Year of publication: |
2010
|
---|---|
Authors: | Ferrari, Stijn ; Roy, Patrick Van ; Vespro, Cristina |
Published in: |
Financial Stability Review. - Nationale Bank van België/Banque national de Belqique (BNB). - Vol. 8.2010, 1, p. 161-175
|
Publisher: |
Nationale Bank van België/Banque national de Belqique (BNB) |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Stress testing credit risk: modelling issues
Ferrari, Stijn, (2011)
-
Sensitivity of credit risk stress test results : modelling issues with an application to Belgium
Van Roy, Patrick, (2018)
-
Sensitivity of credit risk stress test results : Modelling issues with an application to Belgium
Ferrari, Stijn, (2021)
- More ...