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Stress testing bank profitability
Duane, Michael; Schuermann, Til; Reynolds, Peter - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 72-84
Persistent link: https://www.econbiz.de/10010259555
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.; Deventer, Donald R. van - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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Stress testing convergence
Gutiérrez Gallardo, Germán; Schuermann, Til; Duane, … - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 32-45
Persistent link: https://www.econbiz.de/10011488786