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  • Search: subject:"stress testing framework"
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Bank risk 1 Bankenaufsicht 1 Banking supervision 1 Bankrisiko 1 Credit risk 1 Forecasting model 1 Kreditrisiko 1 Prognoseverfahren 1 Risikomanagement 1 Risk management 1 Scenario analysis 1 Stress test 1 Stresstest 1 Szenariotechnik 1 market discipline 1 scenario design 1 stress test models 1 stress testing framework 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cox, Joseph 1 Ryu, Lisa 1
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Journal of risk management in financial institutions 1
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ECONIS (ZBW) 1
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Stress testing for supervisory purposes : framework and challenges
Cox, Joseph; Ryu, Lisa - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 6-15
Persistent link: https://www.econbiz.de/10010259570
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