Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework

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Bibliographic Details
Main Authors:	Botha, Arno, Verster, Tanja, Breedt, Roland
Format:	Preprint
Published:	2025
Subjects:	Risk Management Statistical Finance Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.14479