The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
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References listed on IDEAS
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- Thomas C. Wilson, 1998. "Portfolio credit risk," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 71-82.
- 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.).
- 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.
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