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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: 1679
Comment Num: 0
Language: English
Source: article
Who Can Read: Free
Date: 8-10-2012
Publisher: Administrator
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)
Tudor, Adela Ioana Sign in to follow this author
Dragomir, Elena Sign in to follow this author
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