Retail credit stress testing using a discretee hazard model with macroeconomic factors
Tony Bellotti and Jonathan Crook
| Year of publication: |
2014
|
|---|---|
| Authors: | Bellotti, Tony ; Crook, Jonathan N. |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 3, p. 340-350
|
| Subject: | credit scoring | stress testing | banking | finance | Kreditrisiko | Credit risk | Stresstest | Stress test | Kreditwürdigkeit | Credit rating | Kreditgeschäft | Bank lending | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010251708