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
Année de publication: 2019
Volumen: 20
Número: 4
Pages: 341-347
Type: Article
Revue:
Journal of Banking Regulation