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~person:"Penikas, Henry"
~subject:"Default correlation"
~subject:"risk weight"
~type_genre:"Aufsatz in Zeitschrift"
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How do investors prefer for banks to transition to basel internal models : mandatorily or voluntarily?
Penikas, Henry
;
Skarednova, Anastasia
;
Surkov, Mikhail
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014442254
Saved in:
2
IRB PD model accuracy validation in the presence of default correlation : a twin confidence interval approach
Borzykh, Dmitriy
;
Penikas, Henry
- In:
Risk management : an international journal
23
(
2021
)
4
,
pp. 282-300
Persistent link: https://www.econbiz.de/10012792821
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