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QFRMCs stress-testing [4 articles]

Neue Publikationen in QFRMCs Bibliothek eingetragen unter dem Bezeichner: stress-testing. You can also see everyone's stress-testing.
  • Loss coverage and stress testing mortgage portfolios: A non-parametric approach
    Journal of Financial Stability, Vol. 3, No. 4. (December 2007), pp. 342-367.
    by Adolfo Rodriguez, Carlos Trucharte
  • The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
    (29 August 2006)
    by Bernd Engelmann, Robert Rauhmeier
  • Stress Testing Housing Loan Portfolios: A Regulatory Case Study
    (2005)
  • Stress Testing 2004-2005 Retail Originations
    The RMA Journal (September 2004), pp. 30-33.
    by JL Breeden
  • Bemerkung: Sie können diese Seite wie folgt zitieren: http://www.citeulike.org/user/QFRMC/tag/stress-testing

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