Scenario-based stress tests: Are they painful enough?
Year of publication: |
2017
|
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Authors: | Ellis, Colin |
Published in: |
Contemporary Economics. - Warsaw : University of Finance and Management in Warsaw, Faculty of Management and Finance, ISSN 2300-8814. - Vol. 11.2017, 2, p. 219-234
|
Publisher: |
Warsaw : University of Finance and Management in Warsaw, Faculty of Management and Finance |
Subject: | Stress test | VaR | Scenarios | Risk modelling |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.5709/ce.1897-9254.238 [DOI] 1008738042 [GVK] hdl:10419/195488 [Handle] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; E37 - Forecasting and Simulation ; G17 - Financial Forecasting |
Source: |
-
Scenario-based stress tests : are they painful enough?
Ellis, Colin, (2017)
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Scenario-Based Stress Tests : Are They Painful Enough?
Ellis, Colin, (2018)
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Towards Macroprudential Stress Testing : Incorporating Macro-Feedback Effects
Krznar, Ivo, (2017)
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What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
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