Cyclical default and recovery in stress testing loan losses
Year of publication: |
2013
|
---|---|
Authors: | Jokivuolle, Esa ; Virén, Matti E. E. |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 9.2013, 1, p. 139-149
|
Subject: | PD | LGD | Credit risk | Bank loans | Macroprudential analysis | Stress testing | Kreditrisiko |
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