Zoltan Pollak, David Popper. Stress Test Modelling Of PD Risk Parameter Under Advanced IRB. In Zita Zoltay Paprika, Peter Horák, Kata Váradi, Péter Tamás Zwierczyk, Ágnes Vidovics-Dancs, János Péter Rádics, editors, European Conference on Modelling and Simulation, ECMS 2017, Budapest, Hungary, May 23-26, 2017, Proceedings. pages 87-92, European Council for Modeling and Simulation, 2017. [doi]
Abstract is missing.