An analytic approach to credit risk of large corporate bond and loan portfolios
| Authors |
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|---|---|
| Publication date | 2001 |
| Journal | Journal of Banking & Finance |
| Volume | Issue number | 25 |
| Pages (from-to) | 1635-1664 |
| Organisations |
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| Document type | Article |
| Published at |
https://doi.org/10.1016/S0378-4266(00)00147-3
(Final published version)
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| Permalink to this page | |
