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Measuring default risk in the trading book

Nancy Masschelein and Kostas Tsatsaronis ()
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Nancy Masschelein: National Bank of Belgium

Financial Stability Review, 2008, vol. 6, issue 1, 163-172

Date: 2008
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Handle: RePEc:nbb:fsrart:v:6:y:2008:i:1:p:163-172