BASEL II: RECONCILING RATINGS - How should internal credit ratings be calibrated to long-term default rates?
| Year of publication: |
2001
|
|---|---|
| Authors: | Blochwitz, Stefan ; Hohl, Stefan |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 14.2001, 6, p. 87-90
|