Stress Testing Credit Risk Models: Algorithmics Mark‐to‐Future
This chapter contains sections titled: Introduction Back‐Testing Credit Risk Models Using the Algorithmics Mark‐to‐Future Model Stress Testing U.S. Banks in 2009 Summary
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| Format: | Buchkapitel |
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| Sprache: | eng |
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| Online-Zugang: | Volltext |
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| Zusammenfassung: | This chapter contains sections titled:
Introduction
Back‐Testing Credit Risk Models
Using the Algorithmics Mark‐to‐Future Model
Stress Testing U.S. Banks in 2009
Summary |
|---|---|
| DOI: | 10.1002/9781118267981.ch10 |