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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"FRB of New York Staff Report"
~source:"econis"
~subject:"2011-2014"
~subject:"Credit risk"
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Discussion paper / Centre for Economic Policy Research
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Supervisory Stress Tests
Hirtle, Beverly
-
2014
modeling decisions, which has not received as much attention as scenario design, disclosure or other
stress
test
design choices …
Persistent link: https://www.econbiz.de/10013044327
Saved in:
2
Modeling your stress away
Niepmann, Friederike
;
Stebunovs, Viktors
-
2018
Persistent link: https://www.econbiz.de/10011860939
Saved in:
3
Backtesting European stress tests
Philippon, Thomas
;
Pessarossi, Pierre
;
Camara, Boubacar
-
2017
Persistent link: https://www.econbiz.de/10011621750
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