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The Pricing of portfolio credit risk

Tarashev, Nikola A.; Zhu, Haibin

The Pricing of portfolio credit risk - Basle Bank for International Settlements 2006 - 36 p. See BIS 332.15 TAR (Includes Acc. Nos. 32915, 32916, 32917 & 32918)

ISSN: 1020-0959

Subjects--Topical Terms:
Credit risk

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