A through-the-cycle model for retail lending economic capital-Reference-Cited by-同舟云学术

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A through-the-cycle model for retail lending economic capital

Published:2012-01 Issue:1 Volume:28 Page:133-138
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Breeden Joseph L.,Parker Robert,Steinebach Carsten

Publisher

Elsevier BV

Subject

Business and International Management

Reference19 articles.

1. Bellotti, T., & Crook, J. (2007). Credit scoring with macroeconomic variables using survival analysis. Tech. rep. working paper 07/1. Credit Research Centre.

2. Modeling data with multiple time dimensions;Breeden;Computational Statistics and Data Analysis,2007

3. Validation of stress testing models;Breeden,2008

4. Survey of retail loan portfolio stress testing;Breeden,2009

5. Reinventing retail lending analytics: forecasting, stress testing, capital, and scoring for a world of crises;Breeden,2010

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Take it to the limit: Innovative CVaR applications to extreme credit risk measurement;European Journal of Operational Research;2016-03

2. Editorial;International Journal of Forecasting;2012-01

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