Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio |
scientific article |
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Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (English)
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22 April 2010
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dependencies
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rating categories
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prediction
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credit risk portfolio
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