Modeling your stress away
Year of publication: |
2024
|
---|---|
Authors: | Niepmann, Friederike ; Stebunovs, Viktors |
Published in: |
Journal of banking and finance. - Amsterdam : Elsevier North-Holland, ISSN 1872-6372, ZDB-ID 1460614-8. - Vol. 158.2024, Art.-No. 107042, p. 1-18
|
Subject: | Credit risk models | Financial institutions | Regulation | Stress tests | Bankenaufsicht | Banking supervision | Kreditrisiko | Credit risk | Bank | Stresstest | Stress test | Finanzdienstleistung | Financial services |
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