Stress testing credit risk : experience from the Italian FSAP
Year of publication: |
2006
|
---|---|
Authors: | Laviola, Sebastiano ; Marcucci, Juri ; Quagliariello, Mario |
Published in: |
Quarterly review / Banca Nazionale del Lavoro, Roma. - Roma : Banca, ISSN 0005-4607, ZDB-ID 209910-X. - Vol. 59.2006, p. 269-291
|
Subject: | Kreditrisiko | Credit risk | Szenariotechnik | Scenario analysis | Italien | Italy | Wirkungsanalyse | Impact assessment |
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