A stress test framework for the German residential mortgage market: methodology and application

Saved in:

Authors and Corporations:

Siemsen, Thomas (Author), Vilsmeier, Johannes (Author)

Other Authors:

Vilsmeier, Johannes [Author]

Type of Resource:

E-Book

Language:

English

published:

Frankfurt am Main Deutsche Bundesbank [18.12.2017]

Series:

Subjects:

stress test

Bayesian model averaging

quantile mapping

survey data

German residential mortgage market

model uncertainty

Arbeitspapier

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

ISBN:

9783957294173

Parent items:
Deutsche Bundesbank: Discussion paper