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A Value-At-Risk Calculation Of Required Reserves For Credit Risk In Corporate Lending Portfolios

机译：公司贷款组合中信用风险所需准备金的风险值计算

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Ronan Oapos; James F. Golden; Robert Reck;
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年度 1999
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A Value-At-Risk Calculation Of Required Reserves For Credit Risk In Corporate Lending Portfolios

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