The good use of key risk methods, makes it harmonize in a better capital adequacy for banks, generating greater reliability and support against the entire market.
Present formally the quantification of credit risk using models with limited dependent variable as an alternative, for the evaluation
Development and adaptation of new methodologies for the evaluation and control of credit risk.
|Short title||Variable dependiente limitada|
|Acronym||Variable dependiente limitada|
|Effective start/end date||15/01/04 → 30/10/07|
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