Model risk on credit risk
J. Molins and E. Vives
Year of publication: |
2015/2016
|
---|---|
Authors: | Molins, J. ; Vives, E. |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 6.2015/2016, 1, p. 65-78
|
Subject: | Credit risk | model risk | banking crises | default clustering | contagion | default correlation | Theorie | Theory | Kreditrisiko | Finanzdienstleistung | Financial services | Bankenkrise | Banking crisis | Insolvenz | Insolvency | Basler Akkord | Basel Accord | Risikomanagement | Risk management |
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