Stress Testing Credit Risk: A Survey of Authorities' Approaches
Author:
- Antonella FogliaAFAntonella Foglia
Preprint
- 1 January 2008
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
This paper reviews the quantitative methods used at selected central banks to stress testing credit risk, focusing in particular on the methods used to link macKeywords
All Related Versions
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