Stress testing and systemic risk measures using elliptical conditional multivariate probabilities
Year of publication: |
2021
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Authors: | Aste, Tomaso |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 5, Art.-No. 213, p. 1-17
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Subject: | elliptical conditional probability | stress testing | systemic risk | Systemrisiko | Systemic risk | Stresstest | Stress test | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Bankrisiko | Bank risk | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Finanzkrise | Financial crisis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14050213 [DOI] hdl:10419/239629 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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