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Systematic stress tests with entropic plausibility constraints
Breuer, Thomas; Csiszár, Imre - In: Journal of banking & finance 37 (2013) 5, pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
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How to find plausible, severe, and useful stress scenarios
Breuer, Thomas; Jandačka, Martin; Rheinberger, Klaus; … - In: International journal of central banking : IJCB 5 (2009) 3, pp. 205-224
Persistent link: https://www.econbiz.de/10009521391
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How to find plausible, severe, and useful stress scenarios
Breuer, Thomas; Jandacka, Martin; Rheinberger, Klaus - 2009
Persistent link: https://www.econbiz.de/10003810905
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Systematic stress tests on public data
Breuer, Thomas; Summer, Martin - In: Journal of banking & finance 118 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
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Systematic systemic stress tests
Breuer, Thomas; Summer, Martin - 2018
Persistent link: https://www.econbiz.de/10011984002