Model and estimation risk in credit risk stress tests
| Autor(en): | Grundke, Peter Pliszka, Kamil Tuchscherer, Michael |
Stichwörter: | Stress testing (software); Estimation; Risk assessment; Actuarial science; Probability of default; Systemic risk; Credit risk; Econometrics; Risk management; Stress test | Erscheinungsdatum: | 2019 | Herausgeber: | Deutsche Bundesbank | Journal: | Research Papers in Economics | Externe URL: | https://ideas.repec.org/p/zbw/bubdps/092019.html |
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