Stress testing for retail mortgages based on probability analysis
Chang Liu, Raja Nassar
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Chang ; Nassar, Raja |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 1, p. 433-455
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| Subject: | Copula | Non-stationary Markov chains | Retail mortgages | Simulation | Stress testing | Hypothek | Mortgage | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Multivariate Verteilung | Multivariate distribution | Einzelhandel | Retail trade | Stresstest | Stress test | Risikomanagement | Risk management | Privatkundengeschäft | Personal banking |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-018-9825-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134696