A financially justifiable and practically implementable approach to coherent stress testing
Year of publication: |
2019
|
---|---|
Authors: | Rebonato, Riccardo |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 5, p. 827-842
|
Subject: | Bayesian nets | Factor models | Risk management | Scenario analysis | Stress testing | Finanzdienstleistung | Financial services | Risikomanagement | Bayes-Statistik | Bayesian inference | Szenariotechnik |
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