A comparison of methodologies in the stress testing of credit risk – alternative scenario and dependency constructs-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

A comparison of methodologies in the stress testing of credit risk – alternative scenario and dependency constructs

Published:2018 Issue:2 Volume:2 Page:294-324
ISSN:2573-0134
Container-title:Quantitative Finance and Economics
language:en
Short-container-title:

Author:

Jacobs Jr. Michael, ,J. Sensenbrenner Frank,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Development,Geography, Planning and Development

Reference68 articles.

1. How Banks Played the Leverage Game

2. Ratings migration and the business cycle, with application to credit portfolio stress testing;Bangia A, Diebold FX, Kronimus A, et al.;J Bank Financ

3. Internal convergence of capital measurement and capital standards: A revised framework

4. Amendment to the capital accord to incorporate market risks

5. Stress testing by large financial institutions: Current practice and aggregation issues

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. Can machine learning paradigm improve attribute noise problem in credit risk classification?;International Review of Economics & Finance;2020-11

2. The Oil Market Reactions to OPEC’s Announcements;Energies;2019-08-22

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP