Cyclical adjustment of point-in-time PD
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DOI: 10.1057/jors.2009.136
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- Kritzinger, Nico & van Vuuren, Gary Wayne, 2021. "Non-capital calibration of bureau scorecards," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 260-271.
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Keywords
banking; risk; capital budgeting; time series; forecasting;All these keywords.
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