Add to ORKGThis study deals with credit risk modelling and stress testing within the context of a Merton-type one-factor model. Writers analyse the corporate and household sectors of the Czech Republic and Germany to find determining variables of credit risk in both countries. They find that a set of similar variables explains corporate credit risk in both countries despite substantial differences in the default rate pattern
This issue of the CNB Research Bulletin looks at advances in the area of financial stability. Financ...
The Working Paper Series of the Czech National Bank (CNB) is intended to disseminate the results of ...
Credit risk is the most important risk that financial institutions all around the world have to face...
This article presents the results of stress tests of the Czech banking sector conducted using models...
Stress testing is a general term for framework that can assess possible impact of an adverse shock o...
Stress testing is a general term for framework that assesses possible impact of an adverse shock on ...
Stress testing is a macro-prudential analytical method of assessing the financial system's resilienc...
This paper deals with credit risk in the Czech aggregate economy. It follows structural Merton's app...
This thesis aims to describe stress testing in the Czech banking sector focusing on the most signifi...
Austrian banks are heavily engaged in Central and Eastern European (CEE) markets primarily by runnin...
This bachelor thesis deals with stress testing of the banking sector. Stress testing as a risk measu...
This paper provides an overview of the stress testing of the Czech banking sector conducted by the C...
AbstractPresent study has focused on riskiness of providing loans as well as loans and reserves poli...
Credit risk tracking and quantification play important roles in risk management and they are not app...
The importance of credit-risk models has increased with the introduction of the New Basel Capital Ac...
This issue of the CNB Research Bulletin looks at advances in the area of financial stability. Financ...
The Working Paper Series of the Czech National Bank (CNB) is intended to disseminate the results of ...
Credit risk is the most important risk that financial institutions all around the world have to face...
This article presents the results of stress tests of the Czech banking sector conducted using models...
Stress testing is a general term for framework that can assess possible impact of an adverse shock o...
Stress testing is a general term for framework that assesses possible impact of an adverse shock on ...
Stress testing is a macro-prudential analytical method of assessing the financial system's resilienc...
This paper deals with credit risk in the Czech aggregate economy. It follows structural Merton's app...
This thesis aims to describe stress testing in the Czech banking sector focusing on the most signifi...
Austrian banks are heavily engaged in Central and Eastern European (CEE) markets primarily by runnin...
This bachelor thesis deals with stress testing of the banking sector. Stress testing as a risk measu...
This paper provides an overview of the stress testing of the Czech banking sector conducted by the C...
AbstractPresent study has focused on riskiness of providing loans as well as loans and reserves poli...
Credit risk tracking and quantification play important roles in risk management and they are not app...
The importance of credit-risk models has increased with the introduction of the New Basel Capital Ac...
This issue of the CNB Research Bulletin looks at advances in the area of financial stability. Financ...
The Working Paper Series of the Czech National Bank (CNB) is intended to disseminate the results of ...
Credit risk is the most important risk that financial institutions all around the world have to face...