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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
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