A coherent economic framework to model correlations between PD, LGD, and EaD, and its applications in EaD modelling and IFRS-9

Autor: Miu, Peter, Bogie Ozdemir
Jazyk: angličtina
Rok vydání: 2021
DOI: 10.13140/rg.2.2.23356.31364
Databáze: OpenAIRE