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Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio

Michael Jacobs Jnr.

2022Journal of Risk Model Validation

DOI: 10.21314/jrmv.2022.023

Abstract

Abstract is not available.

Citation format

JNR., Michael Jacobs. Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio. Journal of Risk Model Validation, 2022.