Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systematic effects among loss given defaults and their implications on downturn estimation |
scientific article |
Statements
Systematic effects among loss given defaults and their implications on downturn estimation (English)
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3 August 2018
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risk management
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bank loans
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credit risk
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random effects
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