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Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures

1st Person: Fender, Ingo
Additional Persons: Tarashev, Nikola; Zhu, Haibin
Source: In BIS quarterly review : international banking and financial market developments (3.2008), p. 87-101
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Type of Publication: Article
Language: English
Published: 2008
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