Narrow search
Showing 1 - 4 of 4
Cover Image
Integrating macroeconomic risk factors into credit portfolio models
Hamerle, Alfred; Dartsch, Andreas; Jobst, Rainer; … - In: The journal of risk model validation 5 (2011) 2, pp. 3-24
Persistent link: https://www.econbiz.de/10009356832
Cover Image
Integrating macroeconomic risk factors into credit portfolio models
Hamerle, Alfred; Dartsch, Andreas; Jobst, Rainer; … - In: The journal of risk model validation 5 (2011) 2, pp. 3-24
Persistent link: https://www.econbiz.de/10009911504
Cover Image
Empirical performance of loss given default prediction models
Bade, Benjamin; Rösch, Daniel; Scheule, Harald - In: The journal of risk model validation 5 (2011) 2, pp. 25-44
Persistent link: https://www.econbiz.de/10009356823
Cover Image
Empirical performance of loss given default prediction models
Bade, Benjamin; Rösch, Daniel; Scheule, Harald - In: The journal of risk model validation 5 (2011) 2, pp. 25-44
Persistent link: https://www.econbiz.de/10009911503