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Q4660851 - MaRDI portal

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scientific article; zbMATH DE number 2151372
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scientific article; zbMATH DE number 2151372

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    author
    Dirk Tasche
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    publication date
    4 April 2005
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    zbMATH DE Number
    2151372
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    zbMATH Keywords
    credit losses
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    economic capital of the portfolio
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    risk contributions
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