Liquidity stress testing : a model for a portfolio of credit lines
Marco Geidosch
| Year of publication: |
Dezember 2015
|
|---|---|
| Authors: | Geidosch, Marco |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 9.2015, 4, p. 69-84
|
| Subject: | Kreditrisiko | Credit risk | Marktliquidität | Market liquidity | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach |
| 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/10011449973