Evaluating risk and stress-testing challenges for central counterparties
Franck Viollet
| Year of publication: |
2023
|
|---|---|
| Authors: | Viollet, Franck |
| Published in: |
Journal of securities operations & custody. - London : Stewart, ISSN 1753-1802, ZDB-ID 2419620-4. - Vol. 15.2023, 2, p. 123-133
|
| Subject: | add-ons | back-testing | margin model | model risk | statistical performance | stress-testing | Risikomanagement | Risk management | Risiko | Risk | Kreditrisiko | Credit 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/10014267115