Work

Stress-testing credit risk parameters: an application to retail loan portfolios

Year: 2007

Type: article

Source: The Journal of Risk Model Validation

DOI: 10.21314/jrmv.2007.004

Authors: Daniel Rösch, Harald Scheule

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123984597

FWCI: 2.943

Cites: 12

Cited by: 31

Related to: 10