A model combination approach to developing robust models for credit risk stress testing : an application to a stressed economy
Year of publication: |
March 2017
|
---|---|
Authors: | Papadopoulos, Georgios |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 11.2017, 1, p. 49-72
|
Subject: | model combination | stress testing | nonperforming loans (NPLs) | forecast performance | structural change | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Finanzdienstleistung | Financial services | Bank |
-
Jacobs, Michael <Jr.>, (2015)
-
Jacobs, Michael <Jr.>, (2022)
-
A new model averaging approach in predicting credit risk default
Jha, Paritosh Navinchandra, (2021)
- More ...
-
Discrepancies in corporate GHG emissions data and their impact on firm performance assessment
Papadopoulos, Georgios, (2022)
-
Papadopoulos, Georgios, (2023)
-
Identification issues in models for underreported counts
Papadopoulos, Georgios, (2008)
- More ...