@article{BreuerJandačkaMenciaetal.2012,
  author    = {Thomas Breuer and Martin Jandačka and Javier Menc{\´i}a and Martin Summer},
  title     = {A systematic approach to multi-period stress testing of portfolio credit risk},
  series   = {Journal of Banking \& Finance},
  volume    = {36. Jg.},
  number    = {H. 2},
  issn      = {0378-4266},
  doi       = {10.1016/j.jbankfin.2011.07.009},
  pages     = {332 -- 340},
  year      = {2012},
  language  = {en}
}