Integrating stress scenarios into risk quantification models
Azamat Abdymomunov; Sharon Blei; Bakhodir Ergashev
| Year of publication: |
2015
|
|---|---|
| Authors: | Abdymomunov, Azamat ; Blei, Sharon ; Ergashev, Bakhodir |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 47.2015, 1, p. 57-79
|
| Subject: | Stress test | Scenarios | VaR | Interest rate risk | Operational risk | Credit risk | Kreditrisiko | Risikomanagement | Risk management | Bankrisiko | Bank risk | Zinsrisiko | Stresstest | Risikomaß | Risk measure | Operationelles Risiko | Basler Akkord | Basel Accord | Risiko | Risk |
| 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/10011325835