Stress testing German banks against a global credit crunch
Year of publication: |
2014
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Authors: | Düllmann, Klaus ; Kick, Thomas |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 4, p. 337-361
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Subject: | Asset correlation | Portfolio credit risk | Macroeconomic stress tests | Kreditrisiko | Credit risk | Deutschland | Germany | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Korrelation | Correlation | Finanzkrise | Financial crisis | Kreditrationierung | Credit rationing | Basler Akkord | Basel Accord |
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