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~accessRights:"free"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Credit risk"
~type_genre:"Forschungsbericht"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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2
Credit risk in a network economy
Schellhorn, Henri
(
contributor
);
Cossin, Didier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240404
Saved in:
3
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
4
Does poor legal enforcement make households credit-constrained?
Fabbri, Daniela
(
contributor
);
Padula, Mario
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791455
Saved in:
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