IEEE - Institute of Electrical and Electronics Engineers, Inc. - Macro-stress testing of credit risk for Chinese Banking sector: Two comparative approaches

2011 8th International Conference on Service Systems and Service Management (ICSSSM 2011)

Author(s): Zhaoyuan Li ; Sibo Liu ; Maozai Tian
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2011
Conference Location: Tianjin, China, China
Conference Date: 25 June 2011
Page(s): 1 - 6
ISBN (CD): 978-1-61284-309-4
ISBN (Electronic): 978-1-61284-311-7
ISBN (Paper): 978-1-61284-310-0
ISSN (CD): 2161-1890
ISSN (Paper): 2161-1890
DOI: 10.1109/ICSSSM.2011.5959400
Regular:

With Basel II officially implemented in China, Macro-stress test exercises of credit risk are getting more and more important. In order to study the effectiveness of current methods in analyzing... View More

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