A new heuristic measure of fragility and tail risks : application to stress testing
Nassim Nicholas Taleb, Elie Canetti, Tidiane Kinda, Elena Loukoianova, Christian Schmieder
| Year of publication: |
2020
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|---|---|
| Authors: | Taleb, Nassim Nicholas ; Canetti, Elie ; Kinda, Tidiane ; Loukoianova, Elena ; Schmieder, Christian |
| Published in: |
Stress testing : principles, concepts, and frameworks. - Washington, DC : International Monetary Fund, ISBN 978-1-4843-1071-7. - 2020, p. 261-276
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| Subject: | Bank | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Risikomanagement | Risk management | Heuristik | Heuristics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012373006