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An Exercise of Stress-Testing for the Fleet Usage and the Loss-Given-Default in an Operating Leasing Business
Company: International Journal of Mathematical Models and Methods in Applied Sciences
Company Url: Click here to open
Year Of Publication: 2012
Month Of Publication: August
Pages: 765-774
Download Count: 4
View Count: 1435
Comment Num: 0
Language: English
Source: article
Who Can Read: Free
Date: 8-10-2012
Publisher: Administrator
Summary
The predominant use for stress testing is in predicting how a portfolio would respond to changes in the macroeconomic environment. The present paper evaluates the impact of national and international macroeconomic shocks on the commercial fleet usage of a major operating leasing company. By analyzing the fleet usage under a range of macroeconomic scenarios over time, our research provides a dynamic framework for stress testing the fleet usage and the expected and unexpected loss-given default, with a number of foreseeable applications to financial stability related issues.
(volume 6, number 6)
Author(s)
Tudor, Adela Ioana Sign in to follow this author
Dragomir, Elena Sign in to follow this author
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