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Model risk in the Fundamental Review of the Trading Book: the case of the Default Risk Charge
Model risk in the Fundamental Review of the Trading Book: the case of the Default Risk Charge
Wilkens, Sascha ;Predescu, Mirela
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Request Code :
Z-LIBIO301004
Publisher:
Infopro Digital Services Ltd
DOI:
10.21314/jrmv.2018.198
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