Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach (Q2684052)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach |
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Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach (English)
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16 February 2023
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regulation
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Basel 2
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margin of conservatism
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value-at-risk
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