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~isPartOf:"The journal of risk model validation"
~subject:"EU countries"
~subject:"stress testing"
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EU countries
stress testing
Credit risk
15
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15
Theorie
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7
Scientific modelling
7
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6
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credit risk
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Jacobs, Michael <Jr.>
2
Yang, Bill Huajian
2
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1
Chen, Wei
1
Du, Zunwei
1
Engelmann, Bernd
1
Huang, Emma
1
Karagozoglu, Ahmet K.
1
Ozdemir, Bogie
1
Papadopoulos, Georgios
1
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1
Perilioglu, Karina
1
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1
Siarka, Pawel
1
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1
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The journal of risk model validation
IMF Staff Country Reports
70
Journal of risk management in financial institutions
35
Working paper series / European Central Bank
23
ECB Working Paper
13
IMF working papers
13
Journal of financial stability
8
Occasional paper series / European Central Bank
8
Staff working papers / Bank of England
8
The European journal of finance
7
The journal of credit risk : published quarterly by Incisive Media
7
ECB Occasional Paper
6
Financial Stability Report
6
MPRA Paper
6
Department of Economics discussion paper series / University of Oxford
5
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5
IMF country report
5
Risks : open access journal
5
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5
Business Inform
4
Czech Journal of Economics and Finance (Finance a uver)
4
Economics letters
4
IES Working Paper
4
The journal of financial market infrastructures
4
Working Papers IES
4
Working paper series
4
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3
Economic modelling
3
Economics : the open-access, open-assessment journal
3
IMF Working Papers
3
IWH-Diskussionspapiere
3
International journal of finance & economics : IJFE
3
Journal of Risk and Financial Management
3
Journal of international financial markets, institutions & money
3
Journal of risk
3
Journal of risk and financial management : JRFM
3
Prague Economic Papers
3
Risks
3
Staff reports / Federal Reserve Bank of New York
3
The journal of operational risk
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ECONIS (ZBW)
10
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1
Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014540302
Saved in:
2
Quantification of model risk with an application to probability of default estimation and
stress
testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
3
A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie
;
Huang, Emma
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
Saved in:
4
Comprehensive capital analysis and review
stress
tests : is regression the only tool for loss projection?
Siarka, Pawel
;
Chan, Lina
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 71-99
Persistent link: https://www.econbiz.de/10011410324
Saved in:
5
A risk-sensitive approach for stressed transition probability matrixes
Perilioglu, Ahmet
;
Perilioglu, Karina
;
Tuysuz, Sukriye
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 51-74
Persistent link: https://www.econbiz.de/10011991970
Saved in:
6
Rating momentum in the macroeconomic
stress
testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
7
A model combination approach to developing robust models for credit risk
stress
testing : an application to a stressed economy
Papadopoulos, Georgios
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10011671179
Saved in:
8
Stress
testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Saved in:
9
Stress
testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
10
Modelling systematic risk and point-in-time probability of default under the Vasicek asymptotic single-risk-factor model framework
Yang, Bill Huajian
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10010423905
Saved in:
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