"The impact of PD-LGD correlation on bank capital adequacy in nongranular ..."

Maria Ermolova, Henry Penikas (2019)

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DOI: 10.3233/MAS-180450

access: closed

type: Journal Article

metadata version: 2020-10-26

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Maria Ermolova, Henry Penikas:
The impact of PD-LGD correlation on bank capital adequacy in nongranular loan portfolio. Model. Assist. Stat. Appl. 14(1): 103-120 (2019)

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