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

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

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Keywords

stress tests, bankruptcy risk, rating migration matrices, stress scenario

Klaudia Kleszcz, Natalia Nehrebecka, Faculty of Economic Sciences, University of Warsaw, Poland

Published online: 2020-09-09

logotypy ministerstwa

Dofinansowano ze środków Ministerstwa Nauki i Szkolnictwa Wyższego w ramach programu "Rozwój czasopism naukowych"
(nr umowy: RCN/SP/0369/2021/1, kwota: 40 475 PLN)

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