The Two Defaults Scenario for Stressing Credit Portfolio Loss Distributions

Author: Tasche Dirk  

Publisher: MDPI

E-ISSN: 1911-8074|9|1|1-1

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.9, Iss.1, 2015-12, pp. : 1-1

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Abstract