Data for: Systematic Stress Tests on EBA data

Name: Data for: Systematic Stress Tests on EBA data
Published: 2020-06-25T00:00:00+08:00

NIAID Data Ecosystem2026-03-11 收录

金融压力测试

信用风险建模

数据链接：

https://data.mendeley.com/datasets/chdvz7tkcs 数据链接链接失效反馈

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资源简介：

1. Credit risk of a loan with one normal macroeconomic driver. 2. Credit risk of a loan with one lognormal macroeconomic driver. 3. Calculation of worst case scenario with two macroeconomic drivers on EBA data.

创建时间：

2020-06-25

Data for: Systematic Stress Tests on EBA data

资源简介：

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