On the accuracy of alternative approaches for calibrating bank stress test models
Year of publication: |
2018
|
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Authors: | Kupiec, Paul H. |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 38.2018, p. 132-146
|
Subject: | Bank stress tests | Lasso | Kreditrisiko | Credit risk | Bankenaufsicht | Banking supervision | Bank | Risikomanagement | Risk management | Bankrisiko | Bank risk |
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