一起平行 发表于 2025-3-28 14:55:10

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chandel 发表于 2025-3-28 21:16:01

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Dri727 发表于 2025-3-28 23:33:23

Hedgefonds-Investments im Private Bankingd) EDF (expected default frequency) credit measures that can be compared directly with equity-based EDF credit measures. The model also provides equity-based fair-value CDS spreads (FVS) which can be compared directly with observed CDS spreads.

Friction 发表于 2025-3-29 03:48:09

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Additive 发表于 2025-3-29 09:01:11

Alternative Investments aus KundensichtIn general, there are three main methodologies, summarized in Table 3.1, which can be used to develop a PD model:

Astigmatism 发表于 2025-3-29 12:36:25

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流动性 发表于 2025-3-29 18:34:00

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Aphorism 发表于 2025-3-29 23:19:08

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戏服 发表于 2025-3-30 01:23:36

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刺穿 发表于 2025-3-30 04:43:43

Corporate SME and Retail PD modelsThe rating models represent relevant decision support tools within the processes of origination and monitoring of the credit granted by a bank to its customers.
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查看完整版本: Titlebook: Basel III Credit Rating Systems; An Applied Guide to Luisa Izzi,Gianluca Oricchio,Laura Vitale Book 2012 Palgrave Macmillan, a division of