Scenario-based stress tests : are they painful enough?
Year of publication: |
2017
|
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Authors: | Ellis, Colin |
Published in: |
Contemporary economics. - Warsaw : University of Finance and Management, ISSN 2300-8814, ZDB-ID 2605668-9. - Vol. 11.2017, 2 (30.6.), p. 219-234
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Subject: | Stress test | VaR | Scenarios | Risk modelling | Finanzdienstleistung | Financial services | Szenariotechnik | Scenario analysis | Risikomanagement | Risk management | Bankrisiko | Bank risk | VAR-Modell | VAR model | Stresstest |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.5709/ce.1897-9254.238 [DOI] hdl:10419/195488 [Handle] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; E37 - Forecasting and Simulation ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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