@article{spuriousdefaultprobabilityprojectionsin,
  title = {Spurious Default Probability Projections in Credit Risk Stress Testing Models},
  author = {Bernd Engelmann},
  year = {2024},
  eprint = {2401.08892},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2401.08892v1},
}