Chun Shan Wong

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

714

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.

Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models

Number of pages: 23 Posted: 15 Jan 2009
Tom Fong and Chun Shan Wong
Hong Kong Monetary Authority and affiliation not provided to SSRN
Downloads 714 (50,450)
Citation 8

Abstract:

Loading...

Stress test, Hong Kong banking, credit risk, mixture autoregressive models, macroeconomic shocks, value-at-risk