Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Mitrovic, Marc"'
Publikováno v:
In Quarterly Review of Economics and Finance May 2018 68:237-253
Publikováno v:
McKinsey Insights. 3/28/2023, pN.PAG-N.PAG. 1p.
We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::0462bca258fcd06e48bd822c694dd065
https://hdl.handle.net/10419/114177
https://hdl.handle.net/10419/114177
