Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective
Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective2020
Pavel Lukyantsau, Dimitrios Laliotis, Mindaugas Leika, Marco Gross
Details
- First published
- 2020
- OL Work ID
- OL26588494W
Subjects
MacroeconomicsFinanceFinancial engineering