Volltext-Downloads (blau) und Frontdoor-Views (grau)
The search result changed since you submitted your search request. Documents might be displayed in a different sort order.
  • search hit 41 of 366
Back to Result List

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

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Author:Thomas Breuer, Martin Jandačka, Javier Mencía, Martin Summer
Parent Title (English):Journal of Banking & Finance
Document Type:Article
Year of publication:2012
Release Date:2018/11/22
Tag:Credit risk; Maximum loss; Stress testing; Worst case search
Volume:36. Jg.
Issue:H. 2
First Page:332
Last Page:340
Organisationseinheit:Technik / Department of Computer Science (Ende 2021 aufgelöst)
Forschung / Forschungszentrum Business Informatics
Publicationlist:Breuer, Thomas