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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 1753-9579. DOI UNSPECIFIED

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Item Type: Article
Controlled Keywords: Statistical analysis, inc. multilevel modelling
Divisions: IOE Departments > Departments > Centre for Longitudinal Studies
Depositing User: IOE Repository Editor (2)
Date Deposited: 25 May 2010 14:17
Last Modified: 29 Jan 2015 08:40
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