On aggregate model risk management : focus on stress testing
Year of publication: |
2015
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Authors: | Shi, Yan ; Young, H. Walter ; Cao, Ran |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 8.2015, 2, p. 171-195
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Subject: | aggregate model risk | capital adequacy | model risk measurement | model validation | risk management | stress testing | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Bankrisiko | Bank risk | Theorie | Theory | Modellierung | Scientific modelling | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Aggregation |
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