Reverse stress tests with bottom-up approaches
Year of publication: |
2011
|
---|---|
Authors: | Grundke, Peter |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 5.2011, 1, p. 71-90
|
Subject: | Bankenaufsicht | Banking supervision | Risikomanagement | Risk management | Korrelation | Correlation | Zins | Interest rate | Modellierung | Scientific modelling |
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