Coherent Stress Testing : A Bayesian Approach to Scenario Analysis and Stress Testing
Year of publication: |
[2021]
|
---|---|
Authors: | Berre, Max ; Hoefman, Kevin |
Publisher: |
[S.l.] : SSRN |
Subject: | Szenariotechnik | Scenario analysis | Bayes-Statistik | Bayesian inference | Stresstest | Stress test | Prognoseverfahren | Forecasting model | Bankrisiko | Bank risk | Theorie | Theory |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.3788543 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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