14. In quantifying credit risk there are two frameworks to adopt: (1) default and non-default and (2)
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14. In quantifying credit risk there are two frameworks to adopt: (1)
default and non-default and (2) the risk-adjusted return on capital approach.
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Related Book For
Measuring And Controlling Interest Rate And Credit Risk
ISBN: 9780471268062
2nd Edition
Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry
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