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Asset correlations for credit card defaults
J. Crook,
T. Bellotti
Research output
:
Journal Publication
›
Article
›
peer-review
7
Citations (Scopus)
Overview
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Keyphrases
Asset Correlation
100%
Credit Risk
100%
Multi-factor Model
50%
Basel Accord
50%
Capital Requirements
50%
Merton
25%
Credit Card
25%
Basel II
25%
Lenders
25%
Economics, Econometrics and Finance
Capital Requirements
100%
Credit Card
100%
Factor Model
100%
Basel Accord
50%