Stress-testing probability of default and migration rate with respect to Basel II requirements
Peter Miu; Bogie Ozdemir
Year of publication: |
2009
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Authors: | Miu, Peter ; Ozdemir, Bogie |
Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 3.2009/10, 4, p. 3-38
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