Internal models (IRB) in Basel II: An approach to determining the probability of default

  1. Medina, R.S.
  2. Alfonso, M.D.O.
  3. Cueto, M.J.V.
Journal:
Banks and Bank Systems

ISSN: 1991-7074 1816-7403

Year of publication: 2010

Volume: 5

Issue: 2

Pages: 222-229

Type: Article