Stress-Testing Credit Risk Parameters - An Application to Retail Loan Portfolios

2007 ◽  
Author(s):  
Daniel Roesch ◽  
Harald Scheule
Keyword(s):  
Credit Risk ◽  
Stress Testing ◽  
Loan Portfolios ◽  
Risk Parameters

Stress-Testing Credit Risk Parameters: An Application to Retail Loan Portfolios

2007 ◽  
Author(s):  
Daniel Roesch ◽  
Harald Scheule
Keyword(s):  
Credit Risk ◽  
Stress Testing ◽  
Loan Portfolios ◽  
Risk Parameters

Stress-testing credit risk parameters: an application to retail loan portfolios

2007 ◽  
Vol 1 (1) ◽  
pp. 55-75 ◽  
Author(s):  
Daniel Rösch ◽  
Harald Scheule
Keyword(s):  
Credit Risk ◽  
Stress Testing ◽  
Loan Portfolios ◽  
Risk Parameters

Stress Testing Credit Risk: The Great Depression Scenario

CFA Digest ◽  
2012 ◽  
Vol 42 (4) ◽  
pp. 186-188
Author(s):  
Marc L. Ross
Keyword(s):  
Credit Risk ◽  
Great Depression ◽  
Stress Testing ◽  
The Great Depression

The application of credit risk models to macroeconomic scenario analysis and stress testing

2016 ◽  
Vol 12 (2) ◽  
pp. 1-45 ◽  
Author(s):  
Jimmy Skoglund ◽  
Wei Chen
Keyword(s):  
Credit Risk ◽  
Scenario Analysis ◽  
Stress Testing ◽  
Risk Models

The Application of Credit Risk Models to Macroeconomic Regulatory Stress Testing

2015 ◽  
Author(s):  
Jimmy Skoglund ◽  
Wei Chen
Keyword(s):  
Credit Risk ◽  
Stress Testing ◽  
Risk Models

Macro-stress testing of credit risk for Chinese Banking sector: Two comparative approaches

ICSSSM11 ◽  
2011 ◽  
Author(s):  
Zhaoyuan Li ◽  
Sibo Liu ◽  
Maozai Tian
Keyword(s):  
Credit Risk ◽  
Stress Testing ◽  
Banking Sector ◽  
Chinese Banking

Stress-testing credit risk: the Italian experience

2009 ◽  
pp. 133-148
Author(s):  
Sebastiano Laviola ◽  
Juri Marcucci ◽  
Mario Quagliariello
Keyword(s):  
Credit Risk ◽  
Stress Testing ◽  
Italian Experience

scholarly journals STRESS-TESTING OF CREDIT RISK OF BANKS BASED ON MACROECONOMIC VARIABLES

2019 ◽  
pp. 10
Author(s):  
N. Shulga ◽  
L. Belianko
Keyword(s):  
Credit Risk ◽  
Stress Testing ◽  
Macroeconomic Variables
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