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本附件包括：

• XV. Development of Stress Tests for Credit.pdf
• Contributors.pdf
• front-matter.pdf
• I. Statistical Methods to Develop Rating Models.pdf
• II. Estimation of a Rating Model for Corporate.pdf
• III. Scoring Models for Retail Exposures.pdf
• IV. The Shadow Rating Approach – Experience.pdf
• IX. Overview of EAD Estimation Concepts.pdf
• V. Estimating Probabilities of Default for Low.pdf
• VI. A Multi-Factor Approach for Systematic.pdf
• VII. Modelling Loss Given Default A “Point in.pdf
• VIII. Estimating Loss Given Default – Experiences.pdf
• X. EAD Estimates for Facilities with Explicit.pdf
• XI. Validation of Banks’ Internal Rating Systems -.pdf
• XII. Measures of a Rating’s Discriminative Power.pdf
• XIII. Statistical Approaches to PD Validation.pdf
• XIV. PD-Validation – Experience from Banking.pdf