Quantitative reverse stress testing, bottom up
Claudio Albanese, Stéphane Crépey, Stefano Iabichino
| Year of publication: |
2023
|
|---|---|
| Authors: | Albanese, Claudio ; Crépey, Stéphane ; Iabichino, Stefano |
| Subject: | 91B30 | 91G20 | 91G30 | 91G40 | Cost of capital (KVA) | Model risk | Model validation | PFE | Quantitative reverse stress testing | Trading limits | Risikomanagement | Risk management | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection | Bankenaufsicht | Banking supervision | Kapitalkosten | Cost of capital | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2187315 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304378