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Author
Breuer, Thomas (2)
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Year of publication
2023
(1)
2012
(1)
Document Type
Article
(2)
Institute
Forschungszentrum Business Informatics
(2)
Department of Computer Science (Ende 2021 aufgelöst; Integration in die übergeordnete OE Technik)
(1)
Josef Ressel Zentrum für Robuste Entscheidungen
(1)
Technik | Engineering & Technology
(1)
Language
English
(2)
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Stress testing (2)
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A systematic approach to multi-period stress testing of portfolio credit risk
(2012)
Breuer, Thomas
;
Jandačka, Martin
;
Mencía, Javier
;
Summer, Martin
Bank solvency stress tests with fire sales
(2023)
Breuer, Thomas
;
Summer, Martin
;
Urošević, Branko
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