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Financial liability stress tests: an approach based on the use of a rating migration matrix Cover

Financial liability stress tests: an approach based on the use of a rating migration matrix

Central European Economic Journal
Volume 7 (2020): Issue 54 (January 2020)
By: Klaudia Kleszcz and  Natalia Nehrebecka  
Open Access
|Sep 2020

Authors

Klaudia Kleszcz

Faculty of Economic Sciences, University of Warsaw, Warsaw, Poland

Natalia Nehrebecka

nnehrebecka@wne.uw.edu.pl

Faculty of Economic Sciences, University of Warsaw, Warsaw, Poland
DOI: https://doi.org/10.2478/ceej-2020-0002 | Journal eISSN: 2543-6821 | Journal ISSN: 2544-9001
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Language: English
Page range: 12 - 32
Published on: Sep 9, 2020
Published by: Faculty of Economic Sciences, University of Warsaw
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
stress tests,
bankruptcy risk,
rating migration matrices,
stress scenario
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Economic policy

© 2020 Klaudia Kleszcz, Natalia Nehrebecka, published by Faculty of Economic Sciences, University of Warsaw
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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