信用资产管理与管理知识分析测试-英文(pdf 53页)

信用资产管理与管理知识分析测试-英文(pdf 53页)简介：

1.Defining the Extent of Tests
2.Enhancing Credit Risk Models with Macroeconomics
3.Modelling the Macroeconomic Context
4.The Joint Distribution of Risk Factors
5.Evaluating Loss Distributions in Macro Scenarios
6.Case Study: Macro Stress Testing in the Systemic Risk Monitor

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