Stress testing interest rate risk exposure
Azamat Abdymomunov; Jeffrey Gerlach
| Year of publication: |
2014
|
|---|---|
| Authors: | Abdymomunov, Azamat ; Gerlach, Jeffrey |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 49.2014, p. 287-301
|
| Subject: | Bank | Interest rate risk | Stress testing | Scenario generation | Nelson-Siegel model | Zinsrisiko | Bankrisiko | Bank risk | Stresstest | Stress test | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Zins | Interest rate | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010508028