Scenario-based risk evaluation
Year of publication: |
2021
|
---|---|
Authors: | Wang, Ruodu ; Ziegel, Johanna F. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 4, p. 725-756
|
Subject: | Scenarios | Risk measures | Basel Accords | Stress adjustment | Dependence adjustment | Finanzdienstleistung | Financial services | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Risikomaß | Risk measure | Bankrisiko | Bank risk | Risiko | Risk | Szenariotechnik | Scenario analysis | Kreditrisiko | Credit risk | Messung | Measurement | Wirtschaftliche Anpassung | Economic adjustment |
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