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~isPartOf:"Journal of banking & finance"
~person:"Scaillet, Olivier"
~subject:"Credit risk"
~subject:"Pensionskasse"
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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