Recent advances in credit risk modeling

Capuano, Christian, 1975-

Recent advances in credit risk modeling [electronic resource] / prepared by Christian Capuano ... [et al.]. - Washington, D.C. : International Monetary Fund, c2009. - 31 p. : ill. - IMF working paper ; WP/09/162 . - IMF working paper ; WP/09/162. .

"August 2009."

Includes bibliographical references.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.


Credit--Management--Mathematical models.
Risk management.


Electronic books.

HG3751 / .C378 2009