The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
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- Lopez, Jose A. & Saidenberg, Marc R., 2000.
"Evaluating credit risk models,"
Journal of Banking & Finance,
Elsevier, vol. 24(1-2), pages 151-165, January.
- Michael B. Gordy, 1998.
"A comparative anatomy of credit risk models,"
Finance and Economics Discussion Series
1998-47, Board of Governors of the Federal Reserve System (U.S.).
- 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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