IOE EPrints

Stress-testing retail loan portfolios with dual-time dynamics

McDonald, John and Thomas, Lyn and Breeden, Joseph (2008) Stress-testing retail loan portfolios with dual-time dynamics. Journal of Risk Model Validation, 2 (2). pp. 43-62. ISSN Print/Online: 1753-9579

Full text not available from this repository.
Official URL: http://www.journalofriskmodelvalidation.com/public...
Item Type: Article
Uncontrolled Keywords: Statistical analysis, inc. multilevel modelling
Subjects: Departments > Centre for Longitudinal Studies
Depositing User: IOE Repository Editor (2)
Date Deposited: 25 May 2010 14:17
Last Modified: 26 Jun 2012 22:36
URI: http://eprints.ioe.ac.uk/id/eprint/5456

Actions (login required)

View Item View Item