Model and estimation risk in credit risk stress tests

DC ElementWertSprache
dc.contributor.authorGrundke, Peter
dc.contributor.authorPliszka, Kamil
dc.contributor.authorTuchscherer, Michael
dc.date.accessioned2022-04-19T14:02:39Z-
dc.date.available2022-04-19T14:02:39Z-
dc.date.issued2019
dc.identifier.urihttps://osnascholar.ub.uni-osnabrueck.de/handle/unios/51611-
dc.publisherDeutsche Bundesbank
dc.relation.ispartofResearch Papers in Economics
dc.subjectStress testing (software)
dc.subjectEstimation
dc.subjectRisk assessment
dc.subjectActuarial science
dc.subjectProbability of default
dc.subjectSystemic risk
dc.subjectCredit risk
dc.subjectEconometrics
dc.subjectRisk management
dc.subjectStress test
dc.titleModel and estimation risk in credit risk stress tests
dc.typejournal article
dc.identifier.urlhttps://ideas.repec.org/p/zbw/bubdps/092019.html
dc.identifier.externalhttps://openalex.org/W3124690650
dcterms.oaStatustrue
local.import.sourcefileopenalex_uos_20220409.ris
crisitem.author.deptFB 09 - Wirtschaftswissenschaften-
crisitem.author.deptidfb09-
crisitem.author.parentorgUniversität Osnabrück-
crisitem.author.netidGrPe882-
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