Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures
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References listed on IDEAS
- Bank for International Settlements, 2005. "Stress testing at major financial institutions: survey results and practice," CGFS Papers, Bank for International Settlements, number 24, december.
- Daniel Rösch & Harald Scheule, 2004. "Forecasting Retail Portfolio Credit Risk," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 5(2), pages 16-32, February.
- repec:uts:ppaper:2004:1 is not listed on IDEAS
- Edward S. Knotek, 2007. "How useful is Okun's law?," Economic Review, Federal Reserve Bank of Kansas City, vol. 92(Q IV), pages 73-103.
- Daniel Rösch & Harald Scheule, 2004.
"Forecasting Retail Portfolio Credit Risk,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 5(2), pages 16-32, February.
- Daniel Roesch & Harald Scheule, 2004. "Forecasting retail portfolio credit risk," Published Paper Series 2004-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
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More about this item
Keywords
Capital Requirement; Stress-test; capital adequacy;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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