The Application of Credit Risk Models to Macroeconomic Regulatory Stress Testing
Year of publication: |
2015
|
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Authors: | Skoglund, Jimmy |
Other Persons: | Chen, Wei (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (63 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 13, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2605862 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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