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subject:"Bank risk"
subject:"Bankrisiko"
~isPartOf:"Stress testing : principles, concepts, and frameworks"
~person:"Li, Jianping"
~person:"Schmieder, Christian"
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Stress testing : principles, concepts, and frameworks
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Ring-fencing and consolidated banks' stress tests
Cerutti, Eugenio
;
Schmieder, Christian
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 101-117)
.
2020
Persistent link: https://www.econbiz.de/10012372996
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A new heuristic measure of fragility and tail risks : application to stress testing
Taleb, Nassim Nicholas
;
Canetti, Elie
;
Kinda, Tidiane
; …
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 261-276)
.
2020
Persistent link: https://www.econbiz.de/10012373006
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