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~isPartOf:"The journal of risk model validation"
~isPartOf:"Working papers / Bank for International Settlements"
~person:"Ong, Li Lian"
~subject:"Bankenaufsicht"
~subject:"Finanzkrise"
~subject:"Insolvenz"
~subject:"Stress test"
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Bankenaufsicht
Finanzkrise
Insolvenz
Stress test
Bank lending
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Basel Accord
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Basler Akkord
1
Credit rating
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Credit risk
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Financial services
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Finanzdienstleistung
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Insolvency
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Kreditgeschäft
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Kreditrisiko
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Kreditwürdigkeit
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Loss
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Risikomanagement
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Risk management
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credit loss rates
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credit risk
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data gap
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forward-looking
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loss given default (LGD)
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macro-implied
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probability of default (PD)
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Ong, Li Lian
Schmieder, Christian
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The journal of risk model validation
Working papers / Bank for International Settlements
Stress testing : principles, concepts, and frameworks
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IMF working papers
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IMF Working Paper
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Insights into credit loss rates : a global database
Ong, Li Lian
;
Schmieder, Christian
;
Wei, Min
-
2023
Persistent link: https://www.econbiz.de/10014284871
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