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subject:"Bankenaufsicht"
type_genre:"Elektronischer Datenträger als Beilage"
~isPartOf:"Documentos de trabajo / Banco de España, Servicio de Estudios"
~type_genre:"Arbeitspapier"
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Bankenaufsicht
Risikomanagement
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Risk management
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Credit risk
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Kreditgeschäft
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Kreditrisiko
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1987-2008
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Basel Accord
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Elektronischer Datenträger als Beilage
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Documentos de trabajo / Banco de España, Servicio de Estudios
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A systematic approach to multi-period stress testing of portfolio credit risk
Breuer, Thomas
;
Jandačka, Martin
;
Mencía, Javier
; …
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2010
Persistent link: https://www.econbiz.de/10003996114
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Mitigating the pro-cyclicality of Basel II
Repullo, Rafael
;
Saurina, Jesús
;
Trucharte, Carlos
-
2010
Persistent link: https://www.econbiz.de/10008842461
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