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A credit risk model for large dimensional portfolios with application to economic capital, and . Journal of Banking & Finance, 30 (8): 2163--2197 (August 2006)On deposit volumes and the valuation of non-maturing liabilities. Journal of Economic Dynamics and Control, 32 (3): 709--756 (March 2008)Data-driven discovery of PDEs in complex datasets, and . (2018)cite arxiv:1808.10788.