What drives aggregate credit risk?
Stefan Kerbl; Michael Sigmund
Year of publication: |
2011
|
---|---|
Authors: | Kerbl, Stefan ; Sigmund, Michael |
Published in: |
Finanzmarktstabilitätsbericht. - Wien : OENB, ZDB-ID 20520487. - Vol. 22.2011, p. 77-92
|
Saved in:
Saved in favorites
Similar items by person
-
Quantifying the cyclicality of regulatory capital - first evidence from Austria
Kerbl, Stefan, (2009)
-
What drives aggregate credit risk?
Kerbl, Stefan, (2011)
-
Model uncertainty and aggregated default probabilities : new evidence from Austria
Hofmarcher, Paul, (2014)
- More ...