Stress testing for supervisory purposes : framework and challenges
Year of publication: |
2014
|
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Authors: | Cox, Joseph ; Ryu, Lisa |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 7.2014, 1, p. 6-15
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Subject: | stress testing framework | scenario design | stress test models | market discipline | Bankenaufsicht | Banking supervision | Kreditrisiko | Credit risk | Stresstest | Stress test | Risikomanagement | Risk management | Bank | Finanzkrise | Financial crisis |
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