Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399)

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scientific article; zbMATH DE number 6913737
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English
Systematic effects among loss given defaults and their implications on downturn estimation
scientific article; zbMATH DE number 6913737

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    Systematic effects among loss given defaults and their implications on downturn estimation (English)
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    3 August 2018
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    risk management
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    bank loans
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    credit risk
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    random effects
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