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Credit risk : models, derivatives, and management
Wagner, Niklas F., (2008)
Credit risk parameter modelling in financial institutions
Usselmann, Piet, (2017)
Credit Risk Parameter Modelling in Financial Institutions
Internal credit risk models : capital allocation and performance measurement
Ong, Michael K., (2000)
Credit ratings : methodologies, rationale and default risk
Ong, Michael K., (2003)
The Basel handbook : a guide for financial practitioners
Ong, Michael K., (2004)