Model and Estimation Risk in Credit Risk Stress Tests
| Autor(en): | Grundke, Peter Pliszka, Kamil Tuchscherer, Michael |
Stichwörter: | Stress testing (software); Risk assessment; Estimation; Actuarial science; Probability of default; Credit risk; Econometrics; Risk management; Stress test | Erscheinungsdatum: | 2019 | Journal: | Social Science Research Network | Externe URL: | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3368358 |
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