A Method of Retail Mortgage Stress Testing: Based on Time‐Frame and Magnitude Analysis (Q5369572)
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scientific article; zbMATH DE number 6792448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Method of Retail Mortgage Stress Testing: Based on Time‐Frame and Magnitude Analysis |
scientific article; zbMATH DE number 6792448 |
Statements
A Method of Retail Mortgage Stress Testing: Based on Time‐Frame and Magnitude Analysis (English)
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18 October 2017
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non-stationary Markov chain
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VARMAX-L modeling
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retail mortgages
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asset distribution
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