Systematic stress tests on public data
Year of publication: |
2020
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Authors: | Breuer, Thomas ; Summer, Martin |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 118.2020, p. 1-8
|
Subject: | Risk measures | Scenario analysis | Stress testing | Systemic risk | Finanzdienstleistung | Financial services | Systemrisiko | Bankrisiko | Bank risk | Stresstest | Stress test | Szenariotechnik | Risikomanagement | Risk management | Messung | Measurement | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Risiko | Risk |
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