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Estimation of inter-sector asset correlations
Asset correlations are an intuitive and therefore popular way to incorporate event dependence into event risk, e. g., default risk, modeling.
Model Risk in Credit Portfolio Models
Model risk in credit portfolio models is a serious issue for banks but has so far not been tackled comprehensively.
RUSSE: The First Workshop on Russian Semantic Similarity
The paper gives an overview of the Russian Semantic Similarity Evaluation (RUSSE) shared task held in conjunction with the Dialogue 2015 conference.
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