Data for: Systematic Stress Tests on EBA data
收藏Mendeley Data2020-06-25 更新2026-04-09 收录
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https://data.mendeley.com/datasets/chdvz7tkcs
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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
