Florez-Lopez Raquel

Raquel Florez-Lopez

Information about the author Raquel Florez-Lopez will soon be added to the site.
Found 1 papers in total
Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios
Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios
2014
Credit risk models are commonly based on large internal data sets to produce reliable...
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