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Salvati, Jean:

2006

Title: Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP)

Author: Liu, Kexue ; Salvati, Jean ; Avesani, G Renzo ; Mirestean, Alin

Series: Working Paper No. 2006/134

Date: May 1, 2006

Subject: Credit Credit risk Vector autoregression

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