Stress testing credit risk portfolios
Year of publication: |
2013
|
---|---|
Authors: | Jacobs Jr, Michael |
Published in: |
Journal of Financial Transformation. - Capco Institute. - Vol. 37.2013, p. 53-76
|
Publisher: |
Capco Institute |
Subject: | stress testing | credit risk | credit risk portfolio | credit risk framework | banking book exposure |
-
MARKET RISK STRESS TESTING FOR INTERNATIONALLY ACTIVE FINANCIAL INSTITUTIONS
Marković, Petar, (2011)
-
Counterparty credit risk management in industrial corporates
Langkamp, Christian, (2011)
-
Securitisation in France: recent developments
O. Birouk.,
- More ...
-
MODELING ULTIMATE LOSS GIVEN DEFAULT ON CORPORATE DEBT
Jacobs Jr, Michael, (2011)
-
Capital Requirements - An Internal Ratings Migration Study
Araten, Michel, (2004)
-
Capital Management - Measuring LGD on Commercial Loans: An 18-Year Internal Study
Araten, Michel, (2004)
- More ...