A CREDIT RISK TOOLBOX - New ways of working out credit loss distribution for faster and more accurate testing.
| Year of publication: |
1998
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|---|---|
| Authors: | Arvanitis, Angelo ; Browne, Christopher ; Gregory, Jon ; Martin, Richard |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 11.1998, 12, p. 50-55
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