Loss coverage and stress testing mortgage portfolios : a non-parametric approach
Year of publication: |
2007
|
---|---|
Authors: | RodrÃguez, Adolfo ; Trucharte, Carlos |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 3.2007, 4, p. 342-367
|
Subject: | Hypothek | Mortgage | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Nichtparametrisches Verfahren | Nonparametric statistics | Verlust | Loss |
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