Default Estimation and Expert Information (Q3160951)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default Estimation and Expert Information |
scientific article |
Statements
Default Estimation and Expert Information (English)
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11 October 2010
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Basel II
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Bayesian inference
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correlated defaults
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prior assessment
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risk management
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robustness
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