Stress testing in a value at risk framework
Year of publication: |
2002
|
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Authors: | Kupiec, Paul H. |
Published in: |
Risk management : value at risk and beyond. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-78180-9. - 2002, p. 76-99
|
Subject: | Finanzdienstleistung | Financial services | Risikomaß | Risk measure | Risikomanagement | Risk management | Bankrisiko | Bank risk | Stresstest | Stress test |
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