 | Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) Author/Editor: Kexue Liu, Jean Salvati, Renzo G Avesani, Alin Mirestean. Release Date:May, 2006 The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the stress-testing financial sector assessments process as a benchmark for credit risk more...
| Price: $15.00
|
|
Help