Stress Testing for Retail Mortgages Based on Probability Analysis
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DOI: 10.1007/s10614-018-9825-6
Abstract: Abstract One big problem with stress testing used by banks, regulators, and international financial organization is that the test does not predict occurrence probabilities of certain pre-specified stress scenarios and their consequent loss to be… read more here.
Keywords: stress; retail mortgages; stress testing; probability analysis ... See more keywords