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Author
Jandačka, Martin (2)
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2012
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2011
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Article
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Forschungszentrum Business Informatics (2)
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German
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Credit risk
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Maximum loss
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Stress testing
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Wechselwirkungen zwischen Markt- und Kreditrisiko. Eine dynamische Analyse
(2011)
Jandačka, Martin
;
Puhr, Rainer
;
Seeger, Markus
A systematic approach to multi-period stress testing of portfolio credit risk
(2012)
Breuer, Thomas
;
Jandačka, Martin
;
Mencía, Javier
;
Summer, Martin
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