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Stress testing : principles, concepts, and frameworks
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Some principles for regulating cyber risk
Kashyap, Anil K.
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Wetherilt, Anne Vila
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2018
Persistent link: https://www.econbiz.de/10012060294
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2
Modeling your stress away
Niepmann, Friederike
;
Stebunovs, Viktors
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2018
Persistent link: https://www.econbiz.de/10011860939
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Backtesting European stress tests
Philippon, Thomas
;
Pessarossi, Pierre
;
Camara, Boubacar
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2017
Persistent link: https://www.econbiz.de/10011621750
Saved in:
4
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
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2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
5
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
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