Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default (Q2023954)
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scientific article; zbMATH DE number 7342763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default |
scientific article; zbMATH DE number 7342763 |
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Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default (English)
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3 May 2021
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OR in banking
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stress testing
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estimation risk
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Bayesian posterior distribution approach
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probability of default
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