Beyond Value-at-Risk : Wrong-Way-Risk Add-ons and Reverse Stress Testing
Year of publication: |
[2022]
|
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Authors: | Albanese, Claudio |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Risikomaß | Risk measure | Theorie | Theory | Bankenaufsicht | Banking supervision |
Extent: | 1 Online-Ressource (14 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 5, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4182698 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: | ECONIS - Online Catalogue of the ZBW |
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