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Financial services / Economy / Finance / Basel II / Loans / Financial regulation / Loss given default / Probability of default / Exposure at default / Correlation and dependence / Financial risk
Date: 2016-08-20 04:06:56
Financial services
Economy
Finance
Basel II
Loans
Financial regulation
Loss given default
Probability of default
Exposure at default
Correlation and dependence
Financial risk

MODELING D-LGD CORRELATIONS IN CREDIT DEAULT LOSSES

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Source URL: www.anderson.ucla.edu

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