Login
Register
Reset Password
Publish & Distribute
Publishing Solutions
Distribution Solutions
Subjects
Architecture and Design
Arts
Business and Economics
Chemistry
Classical and Ancient Near Eastern Studies
Computer Sciences
Cultural Studies
Engineering
General Interest
Geosciences
History
Industrial Chemistry
Jewish Studies
Law
Library and Information Science, Book Studies
Life Sciences
Linguistics and Semiotics
Literary Studies
Materials Sciences
Mathematics
Medicine
Music
Pharmacy
Philosophy
Physics
Social Sciences
Sports and Recreation
Theology and Religion
Publications
Journals
Books
Proceedings
Publishers
Blog
Contact
Search
EUR
USD
GBP
English
English
Deutsch
Polski
Español
Français
Italiano
Cart
Home
Journals
Central European Economic Journal
Volume 7 (2020): Issue 54 (January 2020)
Open Access
Financial liability stress tests: an approach based on the use of a rating migration matrix
Klaudia Kleszcz
Klaudia Kleszcz
and
Natalia Nehrebecka
Natalia Nehrebecka
| Sep 09, 2020
Central European Economic Journal
Volume 7 (2020): Issue 54 (January 2020)
About this article
Previous Article
Next Article
Abstract
Article
Figures & Tables
References
Authors
Articles in this Issue
Preview
PDF
Cite
Share
Published Online:
Sep 09, 2020
Page range:
12 - 32
DOI:
https://doi.org/10.2478/ceej-2020-0002
Keywords
stress tests
,
bankruptcy risk
,
rating migration matrices
,
stress scenario
© 2020 Klaudia Kleszcz et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Klaudia Kleszcz
Faculty of Economic Sciences, University of Warsaw
Warsaw, Poland
Natalia Nehrebecka
Faculty of Economic Sciences, University of Warsaw
Warsaw, Poland