Stress testing for supervisory purposes : framework and challenges
Joseph Cox; Lisa Ryu
| Year of publication: |
2014
|
|---|---|
| Authors: | Cox, Joseph ; Ryu, Lisa |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 7.2014, 1, p. 6-15
|
| Subject: | stress testing framework | scenario design | stress test models | market discipline | Stresstest | Stress test | Bankenaufsicht | Banking supervision | Bankrisiko | Bank risk | Risikomanagement | Risk management | Szenariotechnik | Scenario analysis | Kreditrisiko | Credit risk | 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/10010259570