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type_genre:"Arbeitspapier"
type_genre:"Kongressschrift"
~isPartOf:"Working paper"
~subject:"Basel Accord"
~subject:"Risk measure"
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Insights into credit loss rates : a global database
Ong, Li Lian
;
Schmieder, Christian
;
Wei, Min
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2023
Persistent link: https://www.econbiz.de/10014329176
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2
How to find plausible, severe, and useful stress scenarios
Breuer, Thomas
;
Jandacka, Martin
;
Rheinberger, Klaus
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2009
Persistent link: https://www.econbiz.de/10003810905
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3
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
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2014
Persistent link: https://www.econbiz.de/10010410215
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