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An empirical study of bank stress testing for auto loans
Deming Wu,
Ming Fang
, Qing Wang
MT School of Management
Research output
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Contribution to journal
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Article
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peer-review
9
Scopus citations
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Dive into the research topics of 'An empirical study of bank stress testing for auto loans'. Together they form a unique fingerprint.
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Mathematics
Minimizes
100%
Test Result
100%
Estimated Coefficient
100%
Risk Model
100%
Raise Question
100%
Default Probability
100%
Keyphrases
Stress Testing
100%
Bank Stress Testing
100%
Auto Loans
100%
Sensitivity Analysis
33%
Model Risk
33%
Macroeconomic Variables
33%
Probability of Default
33%
Economics, Econometrics and Finance
Credit
100%
Stress Test
25%
Macroeconomic Variable
25%