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Accuracy of mortgage portfolio risk forecasts during financial crises

Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456

Persistent link: https://www.econbiz.de/10011436707

Macro stress test for credit risk

Kanno, Masayasu - In: Journal of risk finance : the convergence of financial … 16 (2015) 5, pp. 536-574

Persistent link: https://www.econbiz.de/10011531081

Banken-Stresstests : viel Lärm um nichts?

Paul, Stephan - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 90 (2010) 8, pp. 498-499

Persistent link: https://www.econbiz.de/10003997270

Credit risk contagion and the global financial crisis

Takeyama, Azusa; Constantinou, Nick; Vinogradov, Dmitri V. - 2012

Persistent link: https://www.econbiz.de/10009660065

Banken-Stresstests : viel Lärm um nichts?

Paul, Stephan - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 90 (2010) 8, pp. 498-499

Persistent link: https://www.econbiz.de/10009656432

Credit portfolio modelling and its effect on capital requirements

Bülbül, Dilek; Lambert, Claudia - 2012

The subprime crisis revealed that the adoption of suitable systems for the management of credit risk is of utmost concern. The Basel Committee on Banking Supervision (2009) advises banks to use credit portfolio models with caution when assessing the capital adequacy. This paper investigates...