A foundational approach to credit migration for stress testing and expected credit loss estimation
Jorge R. Sobehart, Xiaoming Sun
| Year of publication: |
2018
|
|---|---|
| Authors: | Sobehart, Jorge R. ; Sun, Xiaoming |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 11.2017/2018, 2, p. 156-172
|
| Subject: | credit rating migration | stress testing | economic drivers | credit cycles | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Kreditgeschäft | Bank lending | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011879478