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Credit portfolio risk and asset price cycles - MaRDI portal

Credit portfolio risk and asset price cycles (Q1031951)

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scientific article; zbMATH DE number 5620212
Language Label Description Also known as
English
Credit portfolio risk and asset price cycles
scientific article; zbMATH DE number 5620212

    Statements

    Credit portfolio risk and asset price cycles (English)
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    23 October 2009
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    credit risk
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    quantitative risk management
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    integration of market and credit risk
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