2005•Risk ManagementRequires access
Evaluating Credit Risk Models
Hergen Frerichs, Mark Wahrenburg
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Abstract
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Hergen Frerichs, Mark Wahrenburg
Abstract
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OpenAlex reports 4 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Credit risk, Credit rating, Basel II, Portfolio, Credit valuation adjustment, Quality (philosophy), Capital requirement, Scope (computer science)