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Bank lending 1 Bank risk 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 CCAR stress testing 1 Credit risk 1 Derivat 1 Derivative 1 IFRS 1 IFRS 9 expected credit loss 1 Insolvency 1 Insolvenz 1 Kreditgeschäft 1 Kreditrisiko 1 Loss 1 PD term structure 1 Risikomanagement 1 Risikoprämie 1 Risk management 1 Risk premium 1 Theorie 1 Theory 1 Verlust 1 Yield curve 1 Zinsstruktur 1 credit index 1 forward PD 1 impairment loan 1 marginal PD 1 maximum likelihood 1 risk sensitivity 1
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Yang, Bill Huajian 1
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The journal of risk model validation 1
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Point-in-time probability of default term structure models for multiperiod scenario loss projection
Yang, Bill Huajian - In: The journal of risk model validation 11 (2017) 1, pp. 73-94
Persistent link: https://www.econbiz.de/10011671182
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