Model and estimation risk in credit risk stress tests
Year of publication: |
[2019]
|
---|---|
Authors: | Grundke, Peter ; Pliszka, Kamil ; Tuchscherer, Michael |
Publisher: |
Frankfurt am Main : Deutsche Bundesbank |
Subject: | credit risk | default probability | estimation risk | model risk | stress tests | Finanzdienstleistung | Financial services | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Modellierung | Scientific modelling | Wahrscheinlichkeitsrechnung | Probability theory | Bankrisiko | Bank risk |
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