A Framework for Stress Testing Bank's Credit Risk
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- Cağatay Başarır, 2016. "A Macro Stress Test Model of Credit Risk for the Turkish Banking Sector," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 6(12), pages 762-774, December.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-09 (All new papers)
- NEP-BAN-2007-09-09 (Banking)
- NEP-CNA-2007-09-09 (China)
- NEP-MAC-2007-09-09 (Macroeconomics)
- NEP-RMG-2007-09-09 (Risk Management)
- NEP-SEA-2007-09-09 (South East Asia)
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