A systematic approach to multi-period stress testing of portfolio credit risk
Thomas Breuer; Martin Jandačka; Javier Mencía; Martin Summer
| Year of publication: |
2012
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|---|---|
| Authors: | Breuer, Thomas ; Jandačka, Martin ; Mencía, Javier ; Summer, Martin |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 2, p. 332-340
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| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Stresstest | Stress test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009511320