Stress testing credit risk: modelling issues
| Year of publication: |
2011
|
|---|---|
| Authors: | Ferrari, Stijn ; Roy, Patrick Van ; Vespro, Cristina |
| Published in: |
Financial Stability Review. - Nationale Bank van België/Banque national de Belqique (BNB). - Vol. 9.2011, 1, p. 105-120
|
| Publisher: |
Nationale Bank van België/Banque national de Belqique (BNB) |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009140876