Benchmarking the loss given default parameter for mortgage loan portfolios under stress
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Published:2016-11
Issue:4
Volume:12
Page:79-107
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ISSN:1744-6619
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Container-title:The Journal of Credit Risk
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language:
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Short-container-title:JCR
Author:
Greve Christian,Hahnenstein Lutz
Publisher
Infopro Digital Services Limited
Subject
Economics and Econometrics,Finance