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       [下载][原创]信用风险压力测试经典文献

    本附件包括:
    • Stress Testing Best Practices & Risk Management Implications for egypt band.pdf
    • StressTesting Financial Systems An Overview of Current Methodologies.pdf
    • Macro Stress and Worst Case Analysis of Loan Portfolios.pdf
    • Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland.pdf
    • Macro Stress Tests and History-Based Stressed PD-The case of Hong Kong.pdf
    • Macro stress tests of UK banks.pdf
    • Stress Testing Housing Loan Portfolios-A Regulatory Case Study.pdf
    • STRESS TESTING_implementation and application.pdf
  • 2.64 MB
  • 2008-8-25
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