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subject:"Basler Akkord"
subject:"Bankenaufsicht"
~isPartOf:"The journal of risk model validation"
~person:"Assouan, Steeve"
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Stress testing a retail loan portfolio : an error correction model opproach
Assouan, Steeve
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009539316
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