Development of Stress Tests for Credit Portfolios

Volker Matthias Gundlach
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Volker Matthias Gundlach: KfW Bankengruppe’s risk and portfolio management unit

Chapter XV. in The Basel II Risk Parameters, 2006, pp 347-368 from Springer

Keywords: Stress Test; Credit Risk; Capital Requirement; Economic Capital; Market Risk (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/3-540-33087-9_15

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