Climent-Serrano, Salvador, University of Valencia, Spain
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Journal of Economic Science Research Vol. 1 , Iss. 1 (October 2018) - Articles
Importance of balance sheet composition in stress test estimates
Abstract PDF -
Journal of Economic Science Research Vol. 1 , Iss. 1 (October 2018) - Articles
Econometric model to estimate the Probability of Default and Loss Given Default in the EBA stress test in 2016
Abstract PDF