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Model and estimation risk in credit risk stress tests

Peter Grundke, Kamil Pliszka, Michael Tuchscherer
Year of publication:
2020
Authors: Grundke, Peter ; Pliszka, Kamil ; Tuchscherer, Michael
Subject: Credit risk | Default probability | Estimation risk | Model risk | Stress tests | Kreditrisiko | Stresstest | Stress test | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Wahrscheinlichkeitsrechnung | Probability theory
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