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FEATURES - Internal Risk Ratings - Effective Credit Risk-Rating Systems: Part 2 of 2
Stoker, Jim, (2001)
FEATURES - Internal Risk Ratings - Effective Credit Risk-Rating Systems: Part 1 of 2
Yu, Tom, (2001)
Risk decomposition: Honour your contribution - What is the best method for determining the risk contribution of a component in a portfolio? An exploration of the pros and cons of three important methods, showing that none dominates the others.
Koyluoglu, Ugur, (2002)