Portfolio credit risk and macroeconomic shocks : applications to stress testing under data-restricted environments / prepared by Miguel A. Segoviano Basurto and Pablo Padilla.
Title
Portfolio credit risk and macroeconomic shocks : applications to stress testing under data-restricted environments / prepared by Miguel A. Segoviano Basurto and Pablo Padilla.
Reproduction
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.