Modelling scenario analysis and macro stress-testing
Jan Willem van den End, Marco Hoeberichts and Mostafa Tabbae
| Year of publication: |
2006
|
|---|---|
| Authors: | End, Jan-Willem van den ; Hoeberichts, Marco ; Tabbae, Mostafa |
| Publisher: |
Amsterdam : De Nederlandsche Bank |
| Subject: | banking | financial stability | stress-tests | credit risk | interest rate risk | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Bankgeschäft | Banking services | Finanzmarkt | Financial market | Zinsrisiko | Interest rate risk | Theorie | Theory | Bankrisiko | Bank risk | Bankenaufsicht | Banking supervision | Finanzsystem | Financial system | Finanzkrise | Financial crisis |
| Extent: | 25 S. graph. Darst. |
|---|---|
| Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. 119 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.dnb.nl/dnb/home/file/Working%20Paper%20No%2E%20119-2006_tcm12-101892.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003391372