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A Survey of cyclical effects in credit risk management models

Allen, Linda; Saunders, Anthony

A Survey of cyclical effects in credit risk management models - Basle Bank for International Settlements 2003 - 35 p. See BIS 332.15 ALL (Includes Acc. Nos. 32738, 32739, 32740 & 32741)

ISSN: 1020-0959

Subjects--Topical Terms:
Credit risk

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