A coherent economic framework to model correlations between PD, LGD, and EaD, and its applications in EaD modelling and IFRS-9
Autor: | Miu, Peter, Bogie Ozdemir |
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Jazyk: | angličtina |
Rok vydání: | 2021 |
DOI: | 10.13140/rg.2.2.23356.31364 |
Databáze: | OpenAIRE |
Externí odkaz: |