EAD Estimates for Facilities with Explicit Limits

Gregorio Moral
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Gregorio Moral: Banco de España (BE)

Chapter X. in The Basel II Risk Parameters, 2006, pp 197-242 from Springer

Keywords: Loss Function; Capital Requirement; Federal Deposit Insurance Corporation; Default Date; Explicit Limit (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/3-540-33087-9_10

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