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Development of Stress Tests for Credit Portfolios

In: The Basel II Risk Parameters

Author

Listed:
  • Volker Matthias Gundlach

    (KfW Bankengruppe’s risk and portfolio management unit)

Abstract

No abstract is available for this item.

Suggested Citation

  • Volker Matthias Gundlach, 2006. "Development of Stress Tests for Credit Portfolios," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 347-368, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-33087-5_15
    DOI: 10.1007/3-540-33087-9_15
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    Cited by:

    1. Herrmann, Konstantin & Emrich, Eike & Frenger, Monika & Rasche, Christoph, 2018. "First step developing a early-warning system against corruption for sports associations," Working Papers of the European Institute for Socioeconomics 24, European Institute for Socioeconomics (EIS), Saarbrücken.

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