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Some Key Insights for Computing Credit Solvency Capital Requirements
approach. We construct the bond portfolio in Table 1 for conducting our illustration. Note that we ... methods. The latter test yields the results in Table 2. Table 2 Kolmogorov-Smirnov Statistics and P-Values ...- Authors: Olivier Arnaud Le Courtois FSA,CERA (Olivier), Mohamed Majri, Jeremy Allali
- Date: Sep 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments