Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976): Difference between revisions
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Revision as of 14:03, 29 February 2024
scientific article
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| English | Take it to the limit: innovative CVaR applications to extreme credit risk measurement |
scientific article |
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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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