Modelling and calibration errors in measures of portfolio credit risk

Author(s)

• Tarashev, Nikola
• Zhu, Haibin
• Bank for International Settlements

Bibliographic Information

Modelling and calibration errors in measures of portfolio credit risk

by Nikola Tarashev and Haibin Zhu

（BIS working papers, no. 230）

Bank for International Settlements, c2007

• : print

Note

"Monetary and Economic Department"

"June 2007"

Includes bibliographical references (p. 26-28)

• NCID: BB1492681X
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basel
• Pages/Volumes: 38 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553