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Search: subject:"Credit portfolio model"
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Fast approximation methods for credit portfolio risk calculations
Jakob, Kevin
;
Churt, Johannes
;
Fischer, Matthias
;
Nolte, Kim
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
3/4
,
pp. 689-716
Persistent link: https://www.econbiz.de/10014451940
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2
Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
Caprioli, Sergio
;
Cagliero, Emanuele
;
Crupi, Riccardo
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014556697
Saved in:
3
The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
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