Confidence intervals for stress test predictions
Year of publication: |
2023
|
---|---|
Authors: | Kopeliovich, Yaacov ; Shea, Kevin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-6
|
Subject: | Confidence Intervals | Stress Tests | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Stresstest | Stress test | Statistischer Test | Statistical test | Kreditrisiko | Credit risk |
-
Backtesting Macroprudential Stress Tests
Ramadiah, Amanah, (2020)
-
Osband, Kent, (2013)
-
D'Cruz, Noel, (2012)
- More ...
-
A General Method for Valuing Complex Capital Structures
Borochin, Paul, (2019)
-
A general method for valuing complex capital structures
Borochin, Paul, (2020)
-
Robust risk estimation and hedging : a reverse stress testing approach
Kopeliovich, Yaacov, (2015)
- More ...