CreditRisk+ in the Banking Industry photograph

CreditRisk+ In The Banking Industry

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Originally published June 18, 2004
EditorsFrank Lehrbass
Date of Reg.
Date of Upd.
ID2006532
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About CreditRisk+ In The Banking Industry

CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. . . .

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