Correlations in operational risk stress testing : use and abuse
Peter Mitic
| Year of publication: |
2022
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|---|---|
| Authors: | Mitic, Peter |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 17.2022, 2, p. 1-39
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| Subject: | loss distribution | stress testing | stress index | Covid-19 | Comprehensive Capital Analysis and Review (CCAR) | model risk | Risikomanagement | Risk management | Bankrisiko | Bank risk | Stresstest | Stress test | Coronavirus | Operationelles Risiko | Operational risk | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Korrelation | Correlation | Verlust | Loss | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2022.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014546262