On aggregate model risk management : focus on stress testing
Yan Shi; H. Walter Young; Ran Cao
| Year of publication: |
2015
|
|---|---|
| Authors: | Shi, Yan ; Young, H. Walter ; Cao, Ran |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 8.2015, 2, p. 171-195
|
| Subject: | aggregate model risk | capital adequacy | model risk measurement | model validation | risk management | stress testing | Risikomanagement | Risk management | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Risiko | Risk | Kreditrisiko | Credit risk | Stresstest | Stress test | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection |
| 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/10011306352