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~isPartOf:"The journal of risk model validation"
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The journal of risk model validation
Working Papers / C.V. Starr Center for Applied Economics, Department of Economics
922
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Credit derivatives : the definitive guide
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Validation techniques and performance metrics for loss given default models
Li, David
;
Bhariok, Ruchi
;
Keenan, Sean C.
;
Santilli, …
- In:
The journal of risk model validation
3
(
2009/10
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10009262134
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