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Sanchez, Francisco
Pons Brias, María A.
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Risk : managing risk in the world's financial markets
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Credit risk - Uncovering PD-LGD liaisons - The authors consider the presence of correlation between default and recovery through the familiar variance of loss formula. Business cyc...
Sanchez, Francisco
;
Ordovàs, Roland
;
Martínez, Elena
; …
- In:
Risk : managing risk in the world's financial markets
21
(
2008
)
1
,
pp. 110-115
Persistent link: https://www.econbiz.de/10007909179
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