The application of credit risk models to macroeconomic scenario analysis and stress testing
Jimmy Skoglund and Wei Chen
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Skoglund, Jimmy ; Chen, Wei |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 2, p. 1-45
|
| Subject: | credit risk | stress testing | state transition models | multifactor models | macroeconomic analysis | Kreditrisiko | Credit risk | Szenariotechnik | Scenario analysis | Theorie | Theory | Portfolio-Management | Portfolio selection | Stresstest | Stress test | Prognoseverfahren | Forecasting model |
| 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://ebvufind01.dmz1.zbw.eu/10011597887