A systematic approach to multi-period stress testing of portfolio credit risk

✍ Scribed by Thomas Breuer; Martin Jandačka; Javier Mencía; Martin Summer

• Book ID: 116615938
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 620 KB
• Volume: 36
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2011.07.009