We may earn an affiliate commission when you visit our partners.

Model and Estimation Risk in Credit Risk Stress Tests

Peter Grundke, Kamil Pliszka, and Michael Tuchscherer

This paper deals with stress tests for credit risk and shows how exploiting the discretion when setting up and implementing a model can drive the results of a quantitative stress test for default probabilities.

Read this on Amazon

Available editions

Paperback

Check price

Model and Estimation Risk in Credit Risk Stress Tests

Kindle Edition

Check price

Save this book

Save Model and Estimation Risk in Credit Risk Stress Tests to your list so you can find it easily later:

Save

Help others find this book page by sharing it with your friends and followers:

Facebook

Copy Link

Share and help others discover this book.

Facebook

Link

Our mission

OpenCourser helps millions of learners each year. People visit us to learn workspace skills, ace their exams, and nurture their curiosity.

Our extensive catalog contains over 50,000 courses and twice as many books. Browse by search, by topic, or even by career interests. We'll match you to the right resources quickly.

Find this site helpful? Tell a friend about us.

Affiliate disclosure

We're supported by our community of learners. When you purchase or subscribe to courses and programs or purchase books, we may earn a commission from our partners.

Your purchases help us maintain our catalog and keep our servers humming without ads.

Thank you for supporting OpenCourser.