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Coping with Credit Risk

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Author Info
Louberge, H.
Schlesinger, H.

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Abstract

In this paper we develop a method for coping with credit risk by decomposing this risk into idiosyncratic and Systemic Composents that may be treated separately.

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Publisher Info
Paper provided by Manitoba - Department of Economics in its series Papers with number 36.

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Length: 25 pages
Date of creation: 2001
Date of revision:
Handle: RePEc:fth:manito:36

Contact details of provider:
Postal: UNIVERSITY OF MANITOBA, DEPARTMENT OF ECONOMICS, WINNIPEG, MANITOBA, CANADA R3T 2N2.
Phone: (204) 474-6239
Fax: (204) 261-0090
Web page: http://www.umanitoba.ca/faculties/arts/economics/
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Related research
Keywords: CREDIT RISK

Other versions of this item:

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage

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