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  • Search: subject:"modeling of risk factor"
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credit risk 1 distribution of the credit loss 1 modeling of risk factor 1 the structure of the portfolio 1 transformation function 1
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Free 1
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Article 1
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English 1
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Cetina, Iuliana 1 Mihail, Nora 1 Orzan, Gheorghe 1
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Theoretical and Applied Economics 1
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Credit Risk Evaluation
Mihail, Nora; Cetina, Iuliana; Orzan, Gheorghe - In: Theoretical and Applied Economics 4(509) (2007) 4(509), pp. 47-52
In the environment in which a bank functions there are many risk sources that determine the reduction of the profitability. These risk sources must be attentively identified, measured and taken into consideration for the elaboration of a bank’s general strategy of monitoring and disproof of...
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