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Fitch Quantitative Financial Research (QFR)

In Rememberance: World Trade Center (WTC)

The CreditMetrics Package

by Andreas Wittmann of ...?....

April 17, 2009

Abstract: A set of functions for computing the CreditMetrics risk model.

Books Referenced in this Paper:  (what is this?)

Download code: here.

Download manual (172K PDF) 19 pages

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