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Scenario Matching for Credit Dependence Stress Tests Temporal Correlation Constraints and Empirical Risk Bounds

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7617059

Author: Naoufal NIFA

Institution: BNP Paribas (France)

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7222156483

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