Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective |
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| Author:
| Gross, Marco
Laliotis, Dimitrios
Leika, Mindaugas
Lukyantsau, Pavel |
| Series title: | IMF Working Papers |
| ISBN: | 978-1-5135-4962-0 |
| Publication Date: | Jul 2020 |
| Publisher: | International Monetary Fund
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| Book Format: | Ebook |
| List Price: | Contact Supplier contact
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Book Description:
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Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective
Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective