The disparity in PD and LGD estimates within the IRB framework and prospects for future improvement
- Stupariu, P.
- Ruiz, J.R.
- Vilariño, Á.
ISSN: 1750-2071, 1745-6452
Year of publication: 2019
Volume: 20
Issue: 4
Pages: 341-347
Type: Article
ISSN: 1750-2071, 1745-6452
Year of publication: 2019
Volume: 20
Issue: 4
Pages: 341-347
Type: Article