TY - JOUR U1 - Zeitschriftenartikel, wissenschaftlich - begutachtet (reviewed) A1 - Breuer, Thomas A1 - Jandačka, Martin A1 - Mencía, Javier A1 - Summer, Martin T1 - A systematic approach to multi-period stress testing of portfolio credit risk JF - Journal of Banking & Finance KW - Credit risk KW - Maximum loss KW - Stress testing KW - Worst case search Y1 - 2012 SN - 0378-4266 SS - 0378-4266 U6 - https://doi.org/10.1016/j.jbankfin.2011.07.009 DO - https://doi.org/10.1016/j.jbankfin.2011.07.009 VL - 36. Jg. IS - H. 2 SP - 332 EP - 340 ER -