Search results with tag "Macroeconomic default modeling"

Macroeconomic Default Modeling and Stress Testing - IJCB

Vol. 5 No. 3 Macroeconomic Default Modeling 179 5 discusses the estimation results. Section 6 studies the stress-test scenarios. Section 7 concludes.

  Macroeconomics, Testing, Modeling, Stress, Default, Macroeconomic default modeling and stress testing, Macroeconomic default modeling