Credit Risk Stress Testing for Eu15 Banks : A Model Combination Approach
Year of publication: |
2022
|
---|---|
Authors: | Papadopoulos, George ; Papadopoulos, Savas ; Sager, Thomas W. |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Bank | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Series: | Bank of Greece Working Paper ; No. 203 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.4185938 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; E58 - Central Banks and Their Policies ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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