Stress testing and the representative bank model
Paul H. Kupiec
| Year of publication: |
2019
|
|---|---|
| Authors: | Kupiec, Paul H. |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 12.2019, 3, p. 342-373
|
| Subject: | stress test model benchmarks | model accuracy | Stresstest | Stress test | Benchmarking | Bank | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
| 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/10012131742