مرکز منطقه ای اطلاع رساني علوم و فناوري - Innovations in testing the stability of risk measures over time and across models

Title of article :

Innovations in testing the stability of risk measures over time and across models

Author/Authors :

Peter J. G. Vlaar، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

375

To page :

380

Keywords :

Stress testing , credit risk , Credit portfolio management , Ratings migration

Journal title :

Journal of Banking and Finance

Serial Year :

2002

Journal title :

Journal of Banking and Finance

Record number :

193346

Link To Document :