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Canals-Cerdá, 2022 - Google Patents

Can we take the'stress' out of stress testing? Applications of generalized structural equation modeling to consumer finance

Canals-Cerdá, 2022

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Document ID
8966459437998175776
Author
Canals-Cerdá J
Publication year
Publication venue
Journal of Risk Model Validation

External Links

Snippet

Statistical model infrastructures at financial institutions are often developed using a piecemeal approach to model building, in which different components of complex interrelated statistical models are developed and validated separately. We propose an …
Continue reading at papers.ssrn.com (PDF) (other versions)

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