Credit Limits, Stress Testing and Model Risk for Capital Metrics
Albanese, Claudio, Anfuso, Fabrizio, Caenazzo, Simone, Karyampas, DimitrisYear:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2745903
File:
PDF, 764 KB
english, 2016