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Accurate allocation of risk capital in credit portfolios

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Bibliographic Details
Published in:	Journal of credit risk 2008-04, Vol.4 (1), p.21-46
Main Authors:	Kwiatkowski, Jan, Burridge, D. James
Format:	Article
Language:	English
Subjects:	Allocation (Accounting) Analysis Evaluation Financial risk Methods Portfolio management Risk assessment
Online Access:	Get full text
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