Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601): Difference between revisions
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Revision as of 15:41, 18 April 2024
scientific article
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English | Recovery rates in investment-grade pools of credit assets: a large deviations analysis |
scientific article |
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Recovery rates in investment-grade pools of credit assets: a large deviations analysis (English)
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10 November 2011
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recovery rates
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default rates
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credit assets
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large deviations
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