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  • Search: subject:"state transition models"
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Year of publication
Subject
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Credit risk 2 Kreditrisiko 2 Theorie 2 Theory 2 state transition models 2 Basel Accord 1 Basler Akkord 1 Business cycle 1 Erwartungsbildung 1 Expectation formation 1 Forecasting model 1 Konjunktur 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Scenario analysis 1 Stress test 1 Stresstest 1 Szenariotechnik 1 approach 1 credit risk 1 current expected credit loss (CECL) 1 macroeconomic analysis 1 multifactor models 1 procyclicality 1 role rate models 1 stress testing 1 survival models 1 vintage models 1
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Online availability
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Breeden, Joseph L. 1 Chen, Wei 1 Skoglund, Jimmy 1 Vaskouski, Maxim 1
Published in...
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The journal of credit risk : published quarterly by Incisive Media 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Current expected credit loss procyclicality : it depends on the model
Breeden, Joseph L.; Vaskouski, Maxim - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10012298972
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The application of credit risk models to macroeconomic scenario analysis and stress testing
Skoglund, Jimmy; Chen, Wei - In: The journal of credit risk : published quarterly by … 12 (2016) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10011597887
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