A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk

By Thomas Breuer, Martin Jandacka, J. Mencía, Martin Summer. 2012

76 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/d33abd28b9e5e0a7cf23b2e85263d6e40ad54ee8