Massimiliano Cecconi

affiliation not provided to SSRN

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Estimating Exposure at Default Under the Internal Ratings-Based Approach

Bancaria No. 12-2009
Posted: 01 Feb 2010
Andrea Resti, Massimiliano Cecconi and Elisa Alghisi Manganello
Bocconi University - Department of Finance, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

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Basel 2, Exposure At Default, Credit Conversion Factors