Stress testing credit risk : the Great Depression scenario
Year of publication: |
2012
|
---|---|
Authors: | Varotto, Simone |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 12, p. 3133-3149
|
Subject: | Kreditrisiko | Credit risk | Bankenaufsicht | Banking supervision | Konjunktur | Business cycle | Wirtschaftskrise | Economic crisis |
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