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本附件包括：

• 11Basel2.xls
• functionlist.pdf
• lp.xla
• 01logit.xls
• 02merton.xls
• 02merton-corrected.xls
• 03transition.xls
• 04prediction.xls
• 05correlation.xls
• 06creditportfolio.xls
• 07rating_Validation.xls
• 08validation_portfolio.xls
• 09cds.xls
• 10cdos.xls