Credit risk stress testing for EU 15 banks : a model combination approach
Year of publication: |
January 2016
|
---|---|
Authors: | Papadopoulos, George ; Papadopoulos, Savas ; Sager, Thomas |
Publisher: |
Athens : Bank of Greece |
Subject: | Kreditrisiko | Credit risk | Modellierung | Scientific modelling | Bank | EU-Staaten | EU countries | Stresstest | Stress test | 2007-2013 |
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