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
6
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