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Original Articles

Relative uncertainty in term loan projection models: what lenders could tell risk managers

Pages 501-511 | Received 08 Dec 2011, Accepted 23 Mar 2012, Published online: 04 Sep 2012

References

  • Basel Committee on Banking Supervision (BCBS) (2006), ‘Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework – Comprehensive Version’, Bank for International Settlements (BIS), www.bis.org
  • Clements , MP and Hendry , DF . 2002 . “ An Overview of Economic Forecasting ” . In A Companion to Economic Forecasting , Edited by: Clements , MP and Hendry , DF . 1 – 18 . Oxford : Blackwell .
  • Kamakura Corporation (2008), ‘Introduction to Kamakura Risk Manager Version 7.0’, www.kamakuraco.com
  • Keynes , JM . 1937 . The General Theory of Employment . Quarterly Journal of Economics , 51 : 209 – 223 .
  • Knight , FH . 1921 . Risk, Uncertainty and Profit , Boston , MA : Houghton Mifflin .
  • Saunders , A and Allen , L . 2010 . Credit Risk Measurement In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms , 3rd , Hoboken , NJ : Wiley & Sons .

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