Journal article
Stress-testing probability of default and migration rate with respect to Basel II requirements
Authors
Miu P; Ozdemir B
Journal
The Journal of Risk Model Validation, Vol. 3, No. 4, pp. 3–38
Publisher
Infopro Digital Services
Publication Date
December 1, 2009
DOI
10.21314/jrmv.2009.048
ISSN
1753-9579