Financial liability stress tests : an approach based on the use of a rating migration matrix
Year of publication: |
2020
|
---|---|
Authors: | Kleszcz, Klaudia ; Nehrebecka, Natalia |
Published in: |
Central European economic journal. - Warsaw : Sciendo, ISSN 2543-6821, ZDB-ID 2977690-9. - Vol. 7.2020, 54, p. 13-32
|
Subject: | stress tests | bankruptcy risk | rating migration matrices | stress scenario | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Risikomanagement | Risk management | Bankrisiko | Bank risk | Stresstest | Stress test | Kreditwürdigkeit | Credit rating |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.2478/ceej-2020-0002 [DOI] |
Classification: | G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages ; G22 - Insurance; Insurance Companies ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Schult, Alexander, (2024)
-
Regulatory stress testing and bank performance
Ahnert, Lukas, (2020)
-
Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity
Cont, Rama, (2020)
- More ...
-
Analysis of temporary aspects of poverty in Poland between 1997 - 2000 by Hazard models
Nehrebecka, Natalia, (2009)
-
Identyfikacja i usuwanie sezonowości z polskich agregatów monetarnych
Grudkowska, Sylwia, (2009)
-
Determinanty finansowania działalności przedsiębiorstw kredytem bankowym : metaanaliza
Białek-Jaworska, Anna, (2015)
- More ...