The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
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- Gordy, Michael B., 2000.
"A comparative anatomy of credit risk models,"
Journal of Banking & Finance,
Elsevier, vol. 24(1-2), pages 119-149, January.
- Jose A. Lopez & Marc R. Saidenberg, 1999.
"Evaluating credit risk models,"
Working Papers in Applied Economic Theory
99-06, Federal Reserve Bank of San Francisco.
- Thomas C. Wilson, 1998. "Portfolio credit risk," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 71-82.
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