Validation of default probability models: A stress testing...

International Review of Financial Analysis 2016 / 10 Vol. 47

Validation of default probability models: A stress testing approach

Tsukahara, Fábio Yasuhiro, Kimura, Herbert, Sobreiro, Vinicius Amorim, Zambrano, Juan Carlos Arismendi
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Volume:
47
Language:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2016.06.007
Date:
October, 2016
File:
PDF, 1.11 MB
english, 2016
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