0410779 20240103182238.720060210235959.9 Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy Praha ČNB 2001 77 s. Research Report 39 credit risk default probability value at risk cav_un_auth*0101079 Derviz Alexis UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0021061 Kadlčáková N. CZ 05D 12B AV0Z1075907 AH E http://hdl.handle.net/11104/0130866 UTIA-B 20010248 2001 2001 Praha ČNB