We propose a new method for analysing multi-period stress scenarios for portfolio credit risk more systematically than in the current practice of macro stress testing. Our method quantifies the plausibility of scenarios by considering the distance of the stress scenario from an average scenario....

This report presents the results of a partly explorative and partly hypotheses based interview study with eight renowned Information Systems researchers. The study was performed with the objective to re-construct the development and status of the discipline taking advantage of the diverse...