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.accessioned2022-04-19T14:02:40Z-
dc.date.available2022-04-19T14:02:40Z-
dc.date.issued2019
dc.identifier.urihttps://osnascholar.ub.uni-osnabrueck.de/handle/unios/51613-
dc.relation.ispartofSocial Science Research Network
dc.subjectStress testing (software)
dc.subjectRisk assessment
dc.subjectEstimation
dc.subjectActuarial science
dc.subjectProbability of default
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://papers.ssrn.com/sol3/papers.cfm?abstract_id=3368358
dc.identifier.externalhttps://openalex.org/W3125220796
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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