Essays about: "Martin Kustvall Larsson"
Found 1 essay containing the words Martin Kustvall Larsson.
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1. Robustness Analysis when Estimating Economic Capital for Credit Risk
University essay from Lunds universitet/Matematisk statistikAbstract : Credit risk modeling is an important part of the nancial protection used by banks during times of turbulence in the economy. More precisely, the modelling is about estimating how much economic capital a bank needs to hold in order to survive during an extreme loss. READ MORE
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