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A comparative analysis of CDO risk models

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Stress-testing model for corporate borrower portfolios

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Integrated risk measurement system in commercial bank

Zhevaga, Alexander; Morgunov, Alexei - In: Risk assessment and financial regulation in emerging …, (pp. 225-250). 2021

Integrated risk management means the comprehensive and effective management all significant risks (affecting the bank's activities) and their interrelation, including building a corporate culture of risk management and integrating risk management into strategic planning. The significant risks...

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