Fast approximation methods for credit portfolio risk calculations
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DOI: 10.1007/s42521-023-00097-7
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More about this item
Keywords
Credit risk; AI; Credit portfolio model; Approximation;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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