scientific article; zbMATH DE number 6129332

MaRDI QIDQ4900871zbMATH OpenFDO

Authors Si Chen, Qunfang Bao, Shenghong Li

Publication date 24 January 2013

zbMATH Keywords

expected lossgranularity adjustmentBASEL accordjoint loan and guaranteeunexpected loss

Mathematics Subject Classification ID

Credit risk (91G40) Microeconomic theory (price theory and economic markets) (91B24)

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