Ramon-Jeronimo Juan Manuel

Juan Manuel Ramon-Jeronimo

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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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