信用資產管理與管理知識分析測試-英文(pdf 53頁)

信用資產管理與管理知識分析測試-英文(pdf 53頁)簡介：

1.Defining the Extent of Tests
2.Enhancing Credit Risk Models with Macroeconomics
3.Modelling the Macroeconomic Context
4.The Joint Distribution of Risk Factors
5.Evaluating Loss Distributions in Macro Scenarios
6.Case Study: Macro Stress Testing in the Systemic Risk Monitor

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