The Role of Risk Management in Credit Activities at Commercial Banks
The model structure is summarized as follows: Given variables Xj (j = 1.p), find r orthogonal variables Yk (k = 1.r), which have the form: Yk =uk1X1 + uk2X2 + . + ukpXp In which: uk is the load factor So that this variable r can preserve as much of the individual differences reflected through p - ...




