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Credit risk, systemic uncertainties and economic capital requirements for an artificial bank loan portfolio

  1. DERVIZ, Alexis - KADLČÁKOVÁ, Narcisa - KOBZOVÁ, Lucie. Credit risk, systemic uncertainties and economic capital requirements for an artificial bank loan portfolio. Praha : Czech National Bank, 2003. 50 s. Working paper series, 9/2003.

Number of the records: 1  

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