Kim, Joocheol and Kim, KiHyung (2006): Loss Given Default Modelling under the Asymptotic Single Risk Factor Assumption. Published in: Asia-Pacific Journal of Financial Studies , Vol. 36, No. 2 (2007): pp. 223-236.
Kim, Joocheol and Lee, Duyeol (2007): Simulation based approach for measuring concentration risk.
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