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create templates to stress test for future events. Using the 2012 Midwestern US drought as an example, this work creates a … macroeconomic conditions by comparing drought-impacted agricultural counties with nearby urban counties. After measuring the net … macroeconomic impacts of the drought, this was used as an overlay with existing macroeconomic stress models to stress test a lender …
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The construction of an internal rating model is the main task for the bank in the framework of the IRB-foundation approach the fact that it is necessary to determine the probability of default by rating class. As a result, several statistical approaches can be used, such as logistic regression...
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This report is intended to examine the factors affecting the management of credit risk in Morocco's banking sector …
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