Stress-testing and credit risk revisited : a shipping sector application
Year of publication: |
2021
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Authors: | Merika, Anna ; Negkakis, Ioannis ; Penikas, Henry |
Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 12.2021, 4, p. 347-367
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Subject: | default correlation | internal ratings based | IRB | probability of default | shipping industry | stress-testing | Kreditrisiko | Credit risk | Schifffahrt | Shipping | Finanzdienstleistung | Financial services | Insolvenz | Insolvency | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management |
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