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Analytical and empirical features of internal ratings : an empirical consistency test based on statistical models
Resti, Andrea; Omacini, Cristina - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 3, pp. 457-489
Persistent link: https://www.econbiz.de/10001633990
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Default recovery rates in credit risk modelling : a review of the literature and empirical evidence
Altman, Edward I.; Resti, Andrea; Sironi, Andrea - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 2, pp. 183-208
Persistent link: https://www.econbiz.de/10003690200
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PROCEEDINGS OF THE CONFERENCE ON 'CAPITAL ADEQUACY REQUIREMENTS: IMPACT AND EVOLUTION' - Analytical and Empirical Features of Internal Ratings: An Empirical Consistency Test based on Statistical Models
Resti, Andrea; Omacini, Cristina - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 3, pp. 457-490
Persistent link: https://www.econbiz.de/10006036993
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Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence
Altman, Edward; Resti, Andrea; Sironi, Andrea - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 2, pp. 183-208
Persistent link: https://www.econbiz.de/10006020658