Pages that link to "Item:Q1653399"
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The following pages link to Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399):
Displaying 4 items.
- Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
- Loss given default decomposition using mixture distributions of in-default events (Q2030491) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method (Q6103193) (← links)
