How to find plausible, severe, and useful stress scenarios
Thomas Breuer, Martin Jandačka, Klaus Rheinberger, and Martin Summer
| Year of publication: |
2009
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|---|---|
| Authors: | Breuer, Thomas ; Jandačka, Martin ; Rheinberger, Klaus ; Summer, Martin |
| Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 5.2009, 3, p. 205-224
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| Subject: | Risikomanagement | Risk management | Messung | Measurement | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| 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/10009521391