Stress testing of probability of default of individuals
Year of publication: |
2008
|
---|---|
Authors: | Kadeřábek, Petr ; Slabý, Aleš ; Vodička, Josef |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 17.2008, 4, p. 340-355
|
Subject: | Kreditgeschäft | Bank lending | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Makroökonomik | Macroeconomics | Szenariotechnik | Scenario analysis |
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