Stress testing and risk integration in banks : a statistical framework and practical software guide (in Matlab and R)
Tiziano Bellini
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Bellini, Tiziano |
| Publisher: |
Amsterdam : Academic Press |
| Subject: | Bank | Bankrisiko | Bank risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Kreditwürdigkeit | Credit rating | Statistische Methode | Statistical method | Kreditrisiko | Stress | Test | Simulation |
| Extent: | xvii, 297 Seiten Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-0-12-803590-0 ; 0-12-803590-0 |
| Classification: | Banken, Versicherungen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573177