Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
Year of publication: |
2008
|
---|---|
Authors: | Fender, Ingo ; Tarashev, Nikola ; Zhu, Haibin |
Published in: |
BIS Quarterly Review. - Bank for International Settlements (BIS). - 2008, March
|
Publisher: |
Bank for International Settlements (BIS) |
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