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Search: subject:"Prohibited Correlation Index (PCI)"
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Practical Credit Risk and Capital Modeling, and Validation : CECL, Basel Capital, CCAR, and Credit Scoring with Examples
Chen, Colin
-
2024
modeling; Full Observation Stratified Sampling (FOSS) for unbiased sampling; and
Prohibited
Correlation
Index
(
PCI
) for Fair …
Persistent link: https://www.econbiz.de/10014524754
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