Macro stress test for credit risk
Year of publication: |
2015
|
---|---|
Authors: | Kanno, Masayasu |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 5, p. 536-574
|
Subject: | Panel data | Binary logistic regression model | Generalized linear mixed effect model | Macro stress test | Stress scenario | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Panel | Panel study | Schätztheorie | Estimation theory | Finanzkrise | Financial crisis |
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