Stress-testing and credit risk revisited : a shipping sector application
Anna Merika, Ioannis Negkakis and Henry Penikas
| Year of publication: |
2021
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|---|---|
| Authors: | Merika, Anna ; Negkakis, Ioannis ; Penikas, Henry |
| Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 12.2021, 4, p. 347-367
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| Subject: | default correlation | internal ratings based | IRB | probability of default | shipping industry | stress-testing | Kreditrisiko | Credit risk | Schifffahrt | Shipping | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management | Korrelation | Correlation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBAAF.2021.118624 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012694425