A Guide to IMF Stress Testing

Chapter 10. Review and Implementation of Credit Risk Models

Author(s):
Li Ong
Published Date:
December 2014
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    Author(s)
    Renzo G. Avesani, Kexue Liu, Alin Mirestean and Jean Salvati This chapter is an abridged version of IMF Working Paper 06/134 (Avesani and others, 2006).

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