Validation of default probability models: A stress testing approach

Fábio Yasuhiro Tsukahara, Herbert Kimura, Vinicius Amorim Sobreiro, Juan Carlos Arismendi Zambrano
  • International Review of Financial Analysis, October 2016, Elsevier
  • DOI: 10.1016/j.irfa.2016.06.007

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The following have contributed to this page: Dr Herbert Kimura