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~isPartOf:"Economic modelling"
~person:"Barbagli, Matteo"
~person:"Bibi, Bushra"
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Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
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