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Credit risk stress testing and copulas
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Credit risk stress testing and copulas, Philipp Koziol
- Language
- Released
- 2015
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- Title
- Credit risk stress testing and copulas
- Language
- English
- Authors
- Philipp Koziol
- Publisher
- Deutsche Bundesbank, Press and Public Relations Division
- Released
- 2015
- ISBN10
- 3957292190
- ISBN13
- 9783957292193
- Series
- Discussion paper / Deutsche Bundesbank; Eurosystem
- Category
- Business and Economics