Evaluating risk and stress-testing challenges for central counterparties
Franck Viollet
Year of publication: |
2023
|
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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
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Subject: | add-ons | back-testing | margin model | model risk | statistical performance | stress-testing | Risikomanagement | Risk management | Risiko | Risk | Kreditrisiko | Credit risk |
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