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Stress testing for financial institutions : applications, regulations and techniques
Rösch, Daniel
(
ed.
)
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2008
Persistent link: https://www.econbiz.de/10008738705
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2
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
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2022
Persistent link: https://www.econbiz.de/10012880193
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Advanced dependency modeling in credit risk : lessons for loss given default, lifetime expected loss and bank capital requirements
Krüger, Steffen
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2017
Persistent link: https://www.econbiz.de/10012792779
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