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Comparing simulation models for market risk stress testing
Basu, Sanjay
- In:
European journal of operational research : EJOR
213
(
2011
)
1
,
pp. 329-339
Persistent link: https://www.econbiz.de/10009159261
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2
Networth exposure to interest rate risk: An empirical analysis of Indian commercial banks
Saha, Asish
;
Subramanian, V.
;
Basu, Sanjay
;
Mishra, …
- In:
European journal of operational research : EJOR
193
(
2009
)
2
,
pp. 581-590
Persistent link: https://www.econbiz.de/10008161254
Saved in:
3
Comparing simulation models for market risk stress testing
Basu, Sanjay
- In:
European journal of operational research : EJOR
213
(
2011
)
1
,
pp. 329-340
Persistent link: https://www.econbiz.de/10009133039
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