An empirical study of bank stress testing for auto loans
Year of publication: |
2018
|
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Authors: | Wu, Deming ; Fang, Ming ; Wang, Qing |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 39.2018, p. 79-89
|
Subject: | Auto loan defaults | Loan age | Macroeconomic variables | Model instability | Stress testing | Used car prices | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Bankrisiko | Bank risk | Insolvenz | Insolvency | Schätzung | Estimation | Kraftfahrzeug | Motor vehicle |
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