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On the mathematical essence of the related borrowers concept.
Keywords: affiliate, a group of related entities, a group of related borrowers, credit, independent events, uncertainty, risk, conditional probability, holding, economic relation of the companies
Article was received: 25-07-2017
Review date: 31-07-2017
Publish date: 17-09-2017
This article written in Russian. You can find full text of article in Russian here.