VALUE IN STRESS: A COHERENT APPROACH TO STRESS-TESTING - Stress-testing as a risk management tool lacks scientific foundation, and, as the current practice goes, is completely subjective. Nevertheless, it is a mandatory practice to monitor capital adequacy of the government-sponsored enterprises, Fannie Mae and Freddie Mac. A rational approach to stress-testing argues for a conceptual shift in the ...
| Year of publication: |
2003
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| Authors: | González-Rivera, Gloria |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 13.2003, 2, p. 7-18
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