A credit value adjustment scheme for bank loan portfolios
Year of publication: |
2014
|
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Authors: | Parnes, Dror |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 10.2014, 2, p. 39-68
|
Subject: | Kreditgeschäft | Bank lending | Risikomanagement | Risk management | Risikomaß | Risk measure | Theorie | Theory |
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