Stress Testing and Model Validation : Application of the Bayesian Approach to a Credit Risk Portfolio
Year of publication: |
2015
|
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Authors: | Jacobs, Michael |
Other Persons: | Karagozoglu, Ahmet K (contributor) ; Sensenbrenner, Frank (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk Model Validation, 2015, Vol. 9(3), 41-70 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2015 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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