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The impact of PD-LGD correlation on bank capital adequacy in nongranular loan portfolio.

Maria ErmolovaHenry Penikas
Published in: Model. Assist. Stat. Appl. (2019)
Keyphrases
  • data conversion
  • credit risk
  • decision making
  • correlation coefficient
  • information technology
  • portfolio selection
  • metadata
  • data structure
  • management system
  • credit scoring