Incorporating lifecycle and environment in loan-level forecasts and stress tests
Joseph L. Breeden (Prescient Models LLC, Santa Fe, NM, USA)
| Year of publication: |
1 December 2016
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|---|---|
| Authors: | Breeden, Joseph L. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 255.2016, 2 (1.12.), p. 649-658
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| Subject: | Forecasting | Risk | Banking | Time series | Age-Period-Cohort models | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bankrisiko | Bank risk | Theorie | Theory | Stresstest | Stress test | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.06.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011532227