Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976): Difference between revisions

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Latest revision as of 16:00, 12 July 2024

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Take it to the limit: innovative CVaR applications to extreme credit risk measurement
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    Take it to the limit: innovative CVaR applications to extreme credit risk measurement (English)
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    7 October 2016
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    uncertainty modeling
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    credit risk
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    conditional value at risk
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    conditional probability of default
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    capital buffers
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