Coping with Credit Risk
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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|Date of creation:||2001|
|Date of revision:|
|Contact details of provider:|| Postal: UNIVERSITY OF MANITOBA, DEPARTMENT OF ECONOMICS, WINNIPEG, MANITOBA, CANADA R3T 2N2.|
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