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Un Modello VaR per la Misura del Rischio di Credito Nelle Banche
Company: University of Bologna
Year Of Publication: 2007
Month Of Publication: May
Pages: 178
Download Count: 271
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 9-22-2007
Publisher: Administrator
Summary
L’obiettivo del presente lavoro `e quello di sviluppare un modello econometricoVaR, per la misura del rischio di credito, condizionato all’andamento del ciclo economico.Il lavoro di tesi di dottorato risulta cos`i strutturat
Author(s)
Giolli, Lorenzo Sign in to follow this author
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