Open AccessCredit Risk Stress Testing for Eu15 Banks: A Model Combination Approach
Author(s) -
Savas Papadopoulos,
George Papadopoulos,
Thomas W. Sager
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.4185938
Subject(s) - stress testing (software) , credit risk , business , actuarial science , stress (linguistics) , stress test , financial system , risk analysis (engineering) , computer science , finance , linguistics , philosophy , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom