The disparity in PD and LGD estimates within the IRB framework and prospects for future improvement
Crossref DOI link: https://doi.org/10.1057/s41261-019-00099-9
Published Online: 2019-04-02
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Stupariu, Patricia
Ruiz, Juan Rafael
Vilariño, Ángel
Text and Data Mining valid from 2019-04-02
Article History
First Online: 2 April 2019