Integrating macroeconomic risk factors into credit portfolio models
Alfred Hamerle; Andreas Dartsch; Rainer Jobst; Kilian Plank
| Year of publication: |
2011
|
|---|---|
| Authors: | Hamerle, Alfred ; Dartsch, Andreas ; Jobst, Rainer ; Plank, Kilian |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 5.2011, 2, p. 3-24
|
| Subject: | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Risiko | Risk | Bankenaufsicht | Banking supervision | Makroökonomik | Macroeconomics | Modellierung | Scientific modelling |
| 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/10009356832