The Shadow Rating Approach — Experience from Banking Practice

Ulrich Erlenmaier
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Ulrich Erlenmaier: KfW Bankengruppe’s risk control and management unit

Chapter IV. in The Basel II Risk Parameters, 2006, pp 39-77 from Springer

Keywords: Default Rate; Corporate Group; External Rating; Rating Grade; Balance Sheet Data (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/3-540-33087-9_4

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