Portfolio Sensitivity Model for Analyzing Credit Risk Caused by Structural and Macroeconomic Changes
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References listed on IDEAS
- Goran Klepac, 2007. "Integrating Seasonal Oscillations into Basel II Behavioral Scoring Models," Financial Theory and Practice, Institute of Public Finance, vol. 31(3), pages 281-291.
- Nora Mihail & Iuliana Cetina & Gheorghe Orzan, 2007. "Credit Risk Evaluation," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 4(4(509)), pages 47-52, April.
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Keywordsportfolio analysis; credit risk; weighting; scoring; data mining; sensitivity analyses; decision support; Bayesian networks; BASEL II;
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