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~isPartOf:"Finance research letters"
~isPartOf:"The journal of risk model validation"
~person:"Chen, Wei"
~subject:"Kreditrisiko"
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Chen, Wei
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Skoglund, Jimmy
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Finance research letters
The journal of risk model validation
Journal of risk management in financial institutions
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ECONIS (ZBW)
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Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
2
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
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