Forecasting credit card portfolio losses in the Great recession : a study in model risk
Year of publication: |
2015
|
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Authors: | Canals-Cerdá, José J. ; Kerr, Sougata |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 11.2015, 1, p. 29-57
|
Subject: | credit cards | credit risk | stress lest | regulatory capital | model risk | Theorie | Theory | Kreditrisiko | Credit risk | Kreditkarte | Credit card | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Risikomanagement | Risk management |
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