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~isPartOf:"Journal of risk management in financial institutions"
~person:"Baptista, Alexandre M."
~person:"Gianfrancesco, Igor"
~person:"Kupiec, Paul H."
~subject:"Credit risk"
~type_genre:"Article in journal"
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Baptista, Alexandre M.
Gianfrancesco, Igor
Kupiec, Paul H.
Schulte-Mattler, Hermann
5
Neisen, Martin
4
Ozdemir, Bogie
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Aguais, Scott D.
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Journal of risk management in financial institutions
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Journal of financial services research : JFSR
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Journal of international money and finance
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A regulatory stress test to-do list : transparency and accuracy
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011879467
Saved in:
2
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
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3
A risk-adjusted pricing model for bank loans : challenging issues from Basel II
Curcio, Domenico
;
Gianfrancesco, Igor
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
2
,
pp. 117-145
Persistent link: https://www.econbiz.de/10009154325
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