Quantification of Model Risk in Stress Testing and Scenario Analysis
Year of publication: |
2018
|
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Authors: | Skoglund, Jimmy |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Szenariotechnik | Scenario analysis | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Modellierung | Scientific modelling | Risiko | Risk | Bankrisiko | Bank risk |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 17, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3040086 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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