Credit risk factor modeling and Basel II文献.pdfVIP

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Credit Risk Factor Modeling and the Basel II IRB Approach Alfred Hamerle (University of Regensburg) Thilo Liebig (Deutsche Bundesbank) Daniel Rsch (University of Regensburg) Discussion Paper Series 2: Banking and Financial Supervision No 02/2003 Discussion Papers represent the authors’ personal opinions and do not necessarily reflect the views of the Deutsche Bundesbank or its staff. Editorial Board: Heinz Herrmann Thilo Liebig Karl-Heinz Tödter Deutsche Bundesbank, Wilhelm-Epstein-Strasse 14, 60431 Fr

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