Internal rating stress testing methods and implications
Year of publication: |
2011
|
---|---|
Authors: | Costa, Pasquale ; Salis, Fabio |
Published in: |
BANCARIA. - Bancaria Editrice. - Vol. 04.2011, April
|
Publisher: |
Bancaria Editrice |
Subject: | stress test | probabilità di default | modelli di rating interno |
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