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A new framework for measuring the credit risk of a portfolio : "ExVaR" model

Author: 小田, 信之, 村永, 淳, ; Noboyuki Oda; Jun Muranaga
Publisher: Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [1997]
Series: IMES discussion paper series, no. 97-E-1.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Additional Physical Format: Online version:
Oda, Noboyuki.
New framework for measuring the credit risk of a portfolio.
Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [1997]
(OCoLC)646907752
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: 小田, 信之, 村永, 淳, ; Noboyuki Oda; Jun Muranaga
OCLC Number: 36802697
Notes: "February 1997"--Page [i].
"The original and longer Japanese version of this paper was published in Kinyu kenkyu 15 (4), 1996"--Page [i].
Description: [ii], 45 pages : illustrations ; 30 cm.
Series Title: IMES discussion paper series, no. 97-E-1.
Responsibility: Nobuyuki Oda, Jun Muranaga.

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