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pro vyhledávání: '"Javier Fermin Padilla Sanchez"'
Publikováno v:
Journal of Credit Risk, 16(1), 1-26. Incisive Media Ltd.
The robustness of credit portfolio models is of great interest for financial institutions and regulators, since misspecified models translate into insufficient capital buffers and a crisis-prone financial system. In this paper, the authors propose a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47b75fc44c6fba9b4053c3275c886e53
https://dare.uva.nl/personal/pure/en/publications/contagious-defaults-in-a-credit-portfolio-a-bayesian-network-approach(2e39151b-d1ef-4267-91e9-22b0f4bb053d).html
https://dare.uva.nl/personal/pure/en/publications/contagious-defaults-in-a-credit-portfolio-a-bayesian-network-approach(2e39151b-d1ef-4267-91e9-22b0f4bb053d).html
