A Market Based Macro Stress Test for the Corporate Credit Exposures of UK Banks - April 2005 - Internal Ratings-Based Approach - Document - PDFSEARCH.IO

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Date: 2005-12-12 06:15:27 Risk Merton Model Credit risk Systematic risk Stress testing Market risk Internal Ratings-Based Approach Default trap Financial risk Financial economics Economics		A Market Based Macro Stress Test for the Corporate Credit Exposures of UK Banks - April 2005 Add to Reading List Source URL: www.bis.org Download Document from Source Website File Size: 316,93 KB Share Document on Facebook

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