Retail credit stress testing using a discrete hazard model with macroeconomic factors

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Title: Retail credit stress testing using a discrete hazard model with macroeconomic factors
Authors: Bellotti, T
Crook, J
Item Type: Journal Article
Issue Date: 7-Aug-2013
Date of Acceptance: 21-Jun-2013
URI: http://hdl.handle.net/10044/1/30054
DOI: https://dx.doi.org/10.1057/jors.2013.91
ISSN: 1476-9360
Publisher: Palgrave Macmillan
Start Page: 340
End Page: 350
Journal / Book Title: Journal of the Operational Research Society
Volume: 65
Issue: 3
Copyright Statement: This is a post-peer-review, pre-copyedit version of an article published in JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY. The definitive publisher-authenticated version [insert complete citation information here] is available online at: https://dx.doi.org/10.1057/jors.2013.91
Keywords: Social Sciences
Science & Technology
Technology
Management
Operations Research & Management Science
Business & Economics
MANAGEMENT
OPERATIONS RESEARCH & MANAGEMENT SCIENCE
credit scoring
stress testing
banking
finance
Operations Research
01 Mathematical Sciences
08 Information And Computing Sciences
15 Commerce, Management, Tourism And Services
Publication Status: Published
Appears in Collections:Mathematics
Statistics
Faculty of Natural Sciences



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