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We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...
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, Bank- Controlling, Bankenaufsicht und Bankmarketing. Dr. Andreas Dahmen Dipl-Kfm., Dr. rer. oec., Ausbildung zum …
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