Open AccessExpected Credit Loss Modeling from a Top-Down Stress Testing Perspective
Author(s) -
Marco Gross,
Dimitrios Laliotis,
Mindaugas Leika,
Pavel Lukyantsau
Publication year - 2020
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3670602
Subject(s) - solvency , suite , stress testing (software) , stress test , perspective (graphical) , stress (linguistics) , accounting , computer science , credit risk , business , actuarial science , econometrics , economics , finance , artificial intelligence , programming language , political science , linguistics , philosophy , market liquidity , law
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