Key Issues in Developing Commercial Credit Default Models

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References Benjamini, Yoav, and Daniel Yekutieli, 2001. “The Control of the False Discovery Rate in Multiple Testing Under Dependency.” The Annals of Statistics, 29:4, pp. 1165–1188. Federal Reserve Board, August 2013. “Capital Planning at Large Bank Holding Companies: Supervisory Expectations and Range of Current Practice.” Washington, DC. Brorsen, B.

Wade, and Ardian Harri, 2001. “The Overlapping Data Problem,” Quantitative and Qualitative Analysis in Social Sciences, 3:3 pp. 78–115. Campos, Julia, Neil R.

Ericsson, and David F. Hendry, August 2005. “General-to-Specific Modeling: An Overview and Selected Bibliography.” Board of Governors of the Federal Reserve System: International Finance Discussion Papers, no.

838. Economics Working Paper 2015-2 18 .
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