Analiza modela stresnih testov : magistrsko delo

Šega, Tadej (author), Košir, Tomaž (mentor)

• Language: Slovenian
• Keywords: stresni testi, Baselski sporazum, verjetnost neplačila, izguba ob neplačilu, kapital, izpostavljenost, tveganje
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [T. Šega]
• Year: 2017
• Number of pages: XI, 53 str.
• PID: 20.500.12556/RUL-100887
• UDC: 519.8
• COBISS.SI-ID: 18215513
• Publication date in RUL: 19.04.2018

Secondary language

• Language: English
• Title: Stress test model analysis
• Keywords: stress tests, Basel accord, probability of default, loss given default, capital, exposure, risk