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Author
Jandačka, Martin (2)
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Year of publication
2012
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2011
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Article
(2)
Institute
Forschungszentrum Business Informatics
(2)
Department of Computer Science (Ende 2021 aufgelöst; Integration in die übergeordnete OE Technik)
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Technik | Engineering & Technology
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German
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English
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Credit risk
(1)
Maximum loss
(1)
Stress testing
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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
Wechselwirkungen zwischen Markt- und Kreditrisiko. Eine dynamische Analyse
(2011)
Jandačka, Martin
;
Puhr, Rainer
;
Seeger, Markus
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