A framework for market, credit and transfer risk aggregation and stress testing
Simone Farinelli
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Farinelli, Simone |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 1, p. 1-41
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| Subject: | integrated market and credit risk | country risk | stress testing | market risk | risk aggregation | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Bankrisiko | Bank risk | Länderrisiko | Country risk | Theorie | Theory | Marktrisiko | Market risk | Portfolio-Management | Portfolio selection | Stresstest | Stress test | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011566247