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6 - Portfolio Assessment of Credit Risk: Default Correlation, Asset Correlation and Loss Estimation

Published online by Cambridge University Press:  05 May 2016

Arindam Bandyopadhyay
Arindam Bandyopadhyay
Affiliation:
National Institute of Bank Management
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Managing Portfolio Credit Risk in Banks , pp. 235 - 275
Publisher: Cambridge University Press
Print publication year: 2016

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