Forecasting credit card portfolio losses in the Great recession : a study in model risk

José J. Canals-Cerdá and Sougata Kerr

Year of publication:	2015
Authors:	Canals-Cerdá, José J. ; Kerr, Sougata
Published in:	The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 11.2015, 1, p. 29-57
Subject:	credit cards \| credit risk \| stress lest \| regulatory capital \| model risk \| Kreditrisiko \| Credit risk \| Kreditkarte \| Credit card \| Basler Akkord \| Basel Accord \| Risikomanagement \| Risk management \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Bankrisiko \| Bank risk \| Finanzkrise \| Financial crisis

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