A new framework for measuring the credit risk of a portfolio :“ ExVaR" Model
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A new framework for measuring the credit risk of a portfolio :“ ExVaR" Model
（IMES discussion paper series, 97-E-1）
日本銀行金融研究所, [1997]
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Discussion paper series. E
Discussion paper series
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Inculdes bibliographical references (p. 44-45)