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Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian?
Journal of Credit Risk ( IF 0.880 ) Pub Date : 2022-01-01 , DOI: 10.21314/jcr.2021.015 Barbora Štěpánková
中文翻译:
银行来源的转换矩阵:银行的内部信用风险估计是马尔可夫吗?
更新日期:2022-01-01
Journal of Credit Risk ( IF 0.880 ) Pub Date : 2022-01-01 , DOI: 10.21314/jcr.2021.015 Barbora Štěpánková
中文翻译:
银行来源的转换矩阵:银行的内部信用风险估计是马尔可夫吗?