Credit portfolio stress testing using transition matrixes
Radu Neagu, Gabriel Lipsa, Jing Wu, Jake Lee, Stephane Karm and John Jordan
| Year of publication: |
2019
|
|---|---|
| Authors: | Neagu, Radu ; Lipsa, Gabriel ; Wu, Jing ; Lee, Jake ; Karm, Stephane ; Jordan, John |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 13.2019, 2, p. 79-108
|
| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Stresstest | Stress test | Modellierung | Scientific modelling | Stichprobenerhebung | Sampling | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2019.204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012051692