The accuracy of alternative supervisory methodologies for the stress testing of credit risk
Michael Jacobs Jr.
| Year of publication: |
2020
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|---|---|
| Authors: | Jacobs, Michael <Jr.> |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0917, ZDB-ID 3004202-1. - Vol. 3.2020, 3, p. 254-296
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| Subject: | stress testing | Comprehensive Capital Analysis and Review | CCAR | Dodd-Frank Act Stress Tests | DFAST | credit risk | financial crisis | model risk | capital adequacy | income before taxes | extraordinary items | Kreditrisiko | Credit risk | Stresstest | Stress test | Finanzkrise | Financial crisis | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Risikomanagement | Risk management | Bankenaufsicht | Banking supervision | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFERM.2020.107682 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253521