Portfolio credit risk and macroeconomic shocks [electronic resource] : applications to stress testing under data-restricted environments / prepared by Miguel A. Segoviano Basurto and Pablo Padilla.
Material type:
- HB615 .S44 2006
"December 2006."
Includes bibliographical references (p. 45-50).
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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