A systematic approach to multi-period stress testing of portfolio credit risk
| 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 7529053. - Vol. 36.2012, 2, p. 332-341
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