Default probabilities and default correlations
Year of publication: |
2001
|
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Authors: | Erlenmaier, Ulrich ; Gersbach, Hans |
Institutions: | Deutsche Bank Research |
Subject: | Credit portfolio management | Default correlations | Pricing of loans | Macroeconomic risk | Credit risk models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 01-5 |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G31 - Capital Budgeting; Investment Policy |
Source: |
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Default probabilities and default correlations
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