hydroxyapatite 发表于 2025-3-21 19:46:17

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CRUC 发表于 2025-3-22 00:00:22

Kulturprobleme, Interessen und Perspektiven,lculations, EVT and naive estimators yield almost identical results when applied to one-day emerging estimators yield different results on actual data but differences disappear in a Monte Carlo exercises assuming t-distributed return innovations.

色情 发表于 2025-3-22 04:15:27

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面包屑 发表于 2025-3-22 07:04:40

https://doi.org/10.1007/978-3-658-02202-0e credit institutions the original model had to be modified and extended. It is suited for evaluating the risk structure of two portfolios with middle-class obligors and premium creditworthiness obligors, repectively.

群居男女 发表于 2025-3-22 11:55:13

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etiquette 发表于 2025-3-22 16:33:03

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etiquette 发表于 2025-3-22 17:55:12

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任命 发表于 2025-3-23 00:57:19

Systematic Risk in Homogeneous Credit Portfolios, customer’s assets and liabilities, sometimes known by the lending institute, but in any case imposed as an unobservable latent variable. In general, we can expect that correlations between the obligor’s APPs strongly influence the portfolio’s credit risk.

使熄灭 发表于 2025-3-23 01:30:05

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五行打油诗 发表于 2025-3-23 08:21:34

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查看完整版本: Titlebook: Credit Risk; Measurement, Evaluat Georg Bol,Gholamreza Nakhaeizadeh,Karl-Heinz Vollm Conference proceedings 2003 Physica-Verlag Heidelberg