Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework (Q346621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework |
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Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework (English)
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29 November 2016
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credit risk
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top-down approach
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credit event intensity
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random thinning
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