Extreme Yet Plausible : Choosing Scenarios to Stress Test Financial Institutions
Year of publication: |
[2021]
|
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Authors: | Arora, Rohit ; Gao, Rui ; Tompaidis, Stathis |
Publisher: |
[S.l.] : SSRN |
Subject: | Finanzsektor | Financial sector | Szenariotechnik | Scenario analysis | Bank | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Bankrisiko | Bank risk | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (46 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 12, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3803263 [DOI] |
Classification: | G10 - General Financial Markets. General ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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