Credit risk and solvency capital requirements (Q2323660)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk and solvency capital requirements |
scientific article |
Statements
Credit risk and solvency capital requirements (English)
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3 September 2019
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credit spread
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risk premium adjustment factor
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solvency capital requirement
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general Pareto distribution
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market consistency
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rating transition
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credit benchmarking
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constant position
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