Portfolio Credit Risk Modelling for a Canadian SME Loans Portfolio
ABSTRACT Portfolio Credit Risk Modelling for a Canadian SME Loans Portfolio Jade Michel Haddad The Basel II Capital Accords make strong and controversial assumptions on the behaviour of Small and Medium Enterprises (SMEs) in a credit portfolio. Benefiting from a rich, and as such rare, dat...
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2012
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| Online Access: | http://spectrum.library.concordia.ca/977075/4/Haddad_PhD_S2013.pdf Haddad, Jade Michel <http://spectrum.library.concordia.ca/view/creators/Haddad=3AJade_Michel=3A=3A.html> (2012) Portfolio Credit Risk Modelling for a Canadian SME Loans Portfolio. PhD thesis, Concordia University. |