Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601): Difference between revisions

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Recovery rates in investment-grade pools of credit assets: a large deviations analysis
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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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