Loss coverage and stress testing mortgage portfolios: A non-parametric approach
| Year of publication: |
2007
|
|---|---|
| Authors: | Rodriguez, Adolfo ; Trucharte, Carlos |
| Published in: |
Journal of Financial Stability. - Elsevier, ISSN 1572-3089. - Vol. 3.2007, 4, p. 342-367
|
| Publisher: |
Elsevier |