Forecasting models and probabilistic sensitivity analysis : an application to bank's risk appetite thresholds within the risk appetite framework
Maurizio Polato, Josanco Floreani, Giuseppe Giannelli and Nicola Novielli
| Year of publication: |
[2017]
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|---|---|
| Authors: | Polato, Maurizio ; Floreani, Josanco ; Giannelli, Giuseppe ; Novielli, Nicola |
| Published in: |
Financial markets, SME financing and emerging economies. - Cham, Switzerland : Palgrave Macmillan, ISBN 978-3-319-54890-6. - 2017, p. 95-119
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| Subject: | Prognoseverfahren | Forecasting model | Bankrisiko | Bank risk | Sensitivitätsanalyse | Sensitivity analysis | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Risikopräferenz | Risk attitude | Bank |
| 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/10011750616