Incorporating lifecycle and environment in loan-level forecasts and stress tests-Reference-Cited by-同舟云学术

Incorporating lifecycle and environment in loan-level forecasts and stress tests

Published:2016-12 Issue:2 Volume:255 Page:649-658
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Breeden Joseph L.^ORCID

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference21 articles.

1. Capital planning at large bank holding companies: Supervisory expectations and range of current practice;Board of Governors of the Federal Reserve System,2013

2. Instabilities using Cox PH with age-vintage-time dimensions;Breeden,2016

3. Consumer risk appetite, the credit cycle, and the housing bubble;Breeden,2016

4. The relationship between default and economic cycle for retail portfolios across countries: identifying the drivers of economic downturn;Breeden;Journal of Risk Model Validation,2008

5. Solutions to specification errors in stress testing models;Breeden;Journal of the Operational Research Society,2016

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