Showing 1 - 10 of 6,029
Persistent link: https://www.econbiz.de/10003880569
Persistent link: https://www.econbiz.de/10003725046
Persistent link: https://www.econbiz.de/10001796118
Persistent link: https://www.econbiz.de/10000891382
Persistent link: https://www.econbiz.de/10000895774
In this paper we stress-test credit portfolios of 28 German banks based on a Mertontype multi-factor credit risk model. The ad-hoc stress scenario is an economic downturn in the automobile industry that constitutes an exceptional but plausible event suggested by historical data. Rather than on a...
Persistent link: https://www.econbiz.de/10003813026
Persistent link: https://www.econbiz.de/10011295895
Persistent link: https://www.econbiz.de/10002485196