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Search results with tag "Factor model foundation for ratings based"

A Risk-Factor Model Foundation for Ratings-Based Bank ...

www.federalreserve.gov

A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules Michael B. Gordy Board of Governors of the Federal Reserve System October 22, 2002

  Federal, Reserve, Based, System, Foundations, Model, Risks, Factors, Federal reserve system, Ratings, Factor model foundation for ratings based

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Risk, Factor Model Foundation for Ratings-Based, Federal Reserve System