Munich Personal RePEc Archive

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Number of items: 2.

1 January 2014

Genest, benoit and Fares, Ziad and Gombert, Arnault (2014): Dynamic Stress Test Diffusion Model Considering the Credit Score Performance. Published in: Risk.net

27 April 2014

Genest, benoit and Fares, Ziad (2014): Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios.

This list was generated on Thu Oct 17 13:27:02 2019 CEST.
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