Journal article
Basel requirements of downturn loss given default: modeling and estimating probability of default and loss given default correlations
Authors
Miu P; Ozdemir B
Journal
The Journal of Credit Risk, Vol. 2, No. 2, pp. 43–68
Publisher
Infopro Digital Services
Publication Date
January 1, 2006
DOI
10.21314/jcr.2006.037
ISSN
1744-6619