Loan book credit risk stress testing : survey on practice in the Czech Republic
Stress testing is a general term for framework that can assess possible impact of an adverse shock on the financial health and a capital adequacy of a financial institution or whole financial system. Because credit risk is typically the most important risk for a bank and many international surveys d...
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| Format: | Dissertation |
| Language: | English |
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2010
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| Online Access: | http://www.nusl.cz/ntk/nusl-286725 |