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~isPartOf:"Research series / Universiteit van Amsterdam"
~isPartOf:"The journal of risk model validation"
~subject:"stress testing"
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stress testing
Modellierung
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Yang, Bill Huajian
2
Du, Zunwei
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Jacobs, Michael <Jr.>
1
Karagozoglu, Ahmet K.
1
Papadopoulos, Georgios
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Sensenbrenner, Frank J.
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Research series / Universiteit van Amsterdam
The journal of risk model validation
Cogent economics & finance
1
International journal of risk assessment and management : IJRAM
1
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The journal of operational risk
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ECONIS (ZBW)
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A model combination approach to developing robust models for credit risk stress testing : an application to a stressed economy
Papadopoulos, Georgios
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10011671179
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2
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
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3
Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Saved in:
4
Modelling systematic risk and point-in-time probability of default under the Vasicek asymptotic single-risk-factor model framework
Yang, Bill Huajian
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10010423905
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