Modelling and calibration errors in measures of portfolio credit risk

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Bibliographic Information

Title
"Modelling and calibration errors in measures of portfolio credit risk"
Statement of Responsibility
by Nikola Tarashev and Haibin Zhu
Publisher
  • Bank for International Settlements
Publication Year
  • c2007
Book size
30 cm

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Notes

"Monetary and Economic Department"

"June 2007"

Includes bibliographical references (p. 26-28)

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Details 詳細情報について

  • CRID
    1130000794859323136
  • NII Book ID
    BB1492681X
  • Text Lang
    en
  • Country Code
    sz
  • Title Language Code
    en
  • Place of Publication
    • Basel
  • Data Source
    • CiNii Books
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