Credit risk migration rates modelling as open systems II: A...

Structural Change and Economic Dynamics 2019 / 09 Vol. 50

Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles

Landini, S., Uberti, M., Casellina, S.
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Volume:
50
Language:
english
Journal:
Structural Change and Economic Dynamics
DOI:
10.1016/j.strueco.2019.06.013
Date:
September, 2019
File:
PDF, 2.51 MB
english, 2019
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