How to find plausible, severe, and useful stress scenarios
Year of publication: |
2009
|
---|---|
Authors: | Breuer, Thomas ; Jandacka, Martin ; Rheinberger, Klaus ; Summer, Martin |
Publisher: |
Vienna : Oesterreichische Nationalbank (OeNB) |
Subject: | Stress testing | maximum loss | risk management | banking regulation |
Series: | Working Paper ; 150 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/264742 [Handle] RePEc:onb:oenbwp:150 [RePEc] |
Classification: | G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure ; G20 - Financial Institutions and Services. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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