Modeling credit risk through the Austrian business cycle : an update of the OeNB model
Michael Boss; Gerhard Fenz; Johannes Pann; Claus Puhr; Martin Schneider ...
| Year of publication: |
2009
|
|---|---|
| Authors: | Boss, Michael ; Fenz, Gerhard ; Pann, Johannes ; Puhr, Claus ; Schneider, Martin |
| Published in: |
Finanzmarktstabilitätsbericht. - Wien : OENB, ZDB-ID 2052048-7. - Vol. 17.2009, p. 92-108
|
| Subject: | macroeconomic stress testing | Konjunktur | Business cycle | Kreditrisiko | Credit risk | Wirkungsanalyse | Impact assessment | Finanzkrise | Financial crisis | Schätzung | Estimation | Österreich | Austria | 1970-2007 |
| 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/10003860876