Stress-testing model for corporate borrower portfolios
Year of publication: |
2015
|
---|---|
Authors: | Seleznev, Vladimir ; Surzhko, Denis ; Khovanskiy, Nikolay |
Published in: |
Financial econometrics and empirical market microstructure. - Cham [u.a.] : Springer, ISBN 978-3-319-09945-3. - 2015, p. 279-284
|
Subject: | Credit risk | Quantitative risk assessment | Stress-testing | Bankenaufsicht | Banking supervision | Finanzdienstleistung | Financial services | Kreditrisiko | Risikomanagement | Risk management | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Bankgeschäft | Banking services |
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