Modelling and calibration errors in measures of portfolio credit risk

著者

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

書誌事項

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

注記

"Monetary and Economic Department"

"June 2007"

Includes bibliographical references (p. 26-28)

詳細情報

• NII書誌ID(NCID): BB1492681X
• 出版国コード: sz
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Basel
• ページ数/冊数: 38 p.
• 大きさ: 30 cm
• 親書誌ID:
  • BB09801553