The limits of granularity adjustments
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More about this item
KeywordsCredit portfolio model; Granularity adjustment; Value-at-risk; Fourier Transform; G32; G17;
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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