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Thesis Public version - Universiteit Twente
essay.utwente.nliii Colophon Title Backtesting Framework for PD, EAD and LGD Date July 16, 2012 On behalf of Rabobank International – Quantitative Risk Analytics & University of Twente
FSI Award 2010 Winning Paper - Bank for International ...
www.bis.orgFinancial Stability Institute . FSI Award 2010 Winning Paper . Regulatory use of system-wide estimations of PD, LGD and EAD . Jesus Alan Elizondo Flores