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~isPartOf:"The journal of risk model validation"
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1995-2012
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The journal of risk model validation
IMF country report
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Stress testing : principles, concepts, and frameworks
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1
Credit portfolio stress testing using transition matrixes
Neagu, Radu
;
Lipsa, Gabriel
;
Wu, Jing
;
Lee, Jake
;
Karm, …
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 79-108
Persistent link: https://www.econbiz.de/10012051692
Saved in:
2
Quantification of model risk in stress testing and scenario analysis
Skoglund, Jimmy
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012020265
Saved in:
3
Banks' expected equity-to-asset ratio bounds under foreign exchange risk
Egozcue, Martín
;
García, Luis Fuentes
- In:
The journal of risk model validation
10
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011485149
Saved in:
4
Comprehensive capital analysis and review stress tests : is regression the only tool for loss projection?
Siarka, Pawel
;
Chan, Lina
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 71-99
Persistent link: https://www.econbiz.de/10011410324
Saved in:
5
A mixture vector autoregressive framework to capture extreme events in macro-prudential stress tests
Guarda, Paolo
;
Rouabah, Abdelaziz
;
Theal, John
- In:
The journal of risk model validation
7
(
2013/2014
)
4
,
pp. 21-51
Persistent link: https://www.econbiz.de/10010480646
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