The impact of data aggregation and risk attributes on stress testing models of mortgage default

Feng Li and Yan Zhang

Year of publication:	2020
Authors:	Li, Feng ; Zhang, Yan
Published in:	The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 16.2020, 3, p. 35-74
Subject:	loan level \| segment level \| top-down \| backtest \| sensitivity \| loss forecast \| Kreditrisiko \| Credit risk \| Prognoseverfahren \| Forecasting model \| Hypothek \| Mortgage \| Insolvenz \| Insolvency \| Bankrisiko \| Bank risk

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