Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Stress Testing Engineering: the real risk measurement?
Risk, Risques, Stress test, VaR
Stress Testing Engineering: The Real Risk Measurement?
Risk measure, Stress test
Least Impulse Response Estimator for Stress Test Exercises.
Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test
Least impulse response estimator for stress test exercises.
Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test
Least Impulse Response Estimator for Stress Test Exercises.
Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test
Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business.
Credit insurance, Cumulative link model, Doubly stochastic assumption, Macroeconomic model, Rating transition matrix, Stress test, VECM