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Recent advances in credit risk modeling

by Capuano, Christian,

Additional authors: Capuano, Christian, -- 1975- | International Monetary Fund. -- Monetary and Capital Markets Dept. | ebrary, Inc.

Series: IMF working paper ; . WP/09/162 Published by : International Monetary Fund, (Washington, D.C. :) Physical details: 31 p. : ill.

Subject(s): Credit -- Management -- Mathematical models. | Risk management. | Electronic books.

Year: 2009

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10369429
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"August 2009."

Includes bibliographical references.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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