The use of portfolio credit risk models in central banks
By: by the Task Force of the Market Operations Committee of the European Systems of Central Banks
Contributors: European System of Central Banks
Series: Occasional paper series / European Central Bank -- occasional paper no. 64; Occasional paper series (European Central Bank) -- occasional paper no. 64
Publisher: European Central Bank
Published: 2007
Place of publication: Frankfurt am Main
Language: eng
Notes: "July 2007"