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Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology

✍ Scribed by Natalia Puzanova; Sikandar Siddiqui; Mark Trede


Book ID
116647872
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
489 KB
Volume
5
Category
Article
ISSN
1572-3089

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