Browsing by Subject Basel III

Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
2012Credit Rating Migration Risk and Business CyclesFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
23-Oct-2023Good risk measures, bad statistical assumptions, ugly risk forecastsMichaelides, Michael ; Niraj, Poudyal