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Keywords: CDO pricing
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Journal Articles
Journal of Financial Regulation and Compliance (2014) 22 (3): 271–284.
Published: 08 July 2014
... solutions to deal with the challenges of implementing CRM. Hubert Prorokowski can be contacted at: lukas.prorokowski@gmail.com © Emerald Group Publishing Limited 2014 Banks Basel 2.5 CDO pricing CRM – comprehensive risk measure IRC – incremental risk change Regulatory capital charge...
