Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction
Year of publication: |
2017
|
---|---|
Authors: | Pritsker, Matt |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Finanzdienstleistung | Financial services | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Stress | Work stress | Szenariotechnik | Scenario analysis | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Series: | FRB Boston Risk and Policy Analysis Unit Paper ; No. RPA 17-4 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2017-09-05 erstellt |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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