Stress testing in credit portfolio models
M. Kalkbrener and L. Overbeck
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Kalkbrener, M. ; Overbeck, Ludger |
| Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 153-176
|
| Subject: | Stresstest | Stress test | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | Kfz-Industrie | Automotive industry | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-662-54486-0_9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011794959