Stress testing German banks in a downturn in the automobile industry
Year of publication: |
2009
|
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Authors: | Düllmann, Klaus ; Erdelmeier, Martin |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Kreditrisiko | Bankrisiko | Kraftfahrzeugindustrie | Branchenkonjunktur | Bank | Betriebliche Liquidität | Portfolio-Management | Korrelation | Deutschland | Asset correlation | portfolio credit risk | stress test | sectoral credit concentration |
Series: | Discussion Paper Series 2 ; 2009,02 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86558-492-2 |
Other identifiers: | 593852451 [GVK] hdl:10419/27685 [Handle] RePEc:zbw:bubdp2:200902 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Stress testing German banks in a downturn in the automobile industry
Düllmann, Klaus, (2009)
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Stress testing German banks in adownturn in the automobile industry
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