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- W1539771718 abstract "This report summarises the findings of the task force. It is organised as follows. Section 2 starts with a discussion of the relevance of credit risk for central banks. It is followed by a short introduction to credit risk models, parameters and systems in Section 3, focusing on models used by members of the task force. Section 4 presents the results of the simulation exercise undertaken by the task force. The lessons from these simulations as well as other conclusions are discussed in Section 5." @default.
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- W1539771718 date "2007-01-01" @default.
- W1539771718 modified "2023-09-29" @default.
- W1539771718 title "The Use of Portfolio Credit Risk Models in Central Banks" @default.
- W1539771718 doi "https://doi.org/10.2139/ssrn.977355" @default.
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