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Rösch, Daniel ; Scheule, Harald

Stress-Testing Credit Risk Parameters - An Application to Retail Loan Portfolios

Rösch, Daniel and Scheule, Harald (2007) Stress-Testing Credit Risk Parameters - An Application to Retail Loan Portfolios. Journal of Risk Model Validation 1 (1), pp. 55-75.

Date of publication of this fulltext: 19 Jun 2013 07:12
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Item typeArticle
Journal or Publication TitleJournal of Risk Model Validation
Publisher:Incisive Media
Volume:1
Number of Issue or Book Chapter:1
Page Range:pp. 55-75
Date2007
InstitutionsBusiness, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)
Dewey Decimal Classification300 Social sciences > 330 Economics
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgNo
Item ID28320

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