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Climate risk stress testing : a conceptual review

Reinders, Henk Jan; Schoenmaker, Dirk; Dijk, Mathijs van - 2023

Persistent link: https://www.econbiz.de/10013549894

The International Model for Policy Analysis of Agricultural Commodities and Trade (IMPACT) : model description for version 3

Robinson, Sherman; Mason-D'Croz, Daniel; Islam, Shahnila; … - 2015

Persistent link: https://www.econbiz.de/10011490116

Climate impact assessments with a lens on inequality

Sánchez, Marco V. - In: The journal of environment & development : a review of … 27 (2018) 3, pp. 267-298

Persistent link: https://www.econbiz.de/10011900819

The two defaults scenario for stressing credit portfolio loss distributions

Tasche, Dirk - In: Journal of risk and financial management : JRFM 9 (2016) 1, pp. 1-18

The impact of a stress scenario of default events on the loss distribution of a credit portfolio can be assessed by determining the loss distribution conditional on these events. While it is conceptually easy to estimate loss distributions conditional on default events by means of Monte Carlo...

Persistent link: https://www.econbiz.de/10011544020

Scenario forecasts of expected damage from permafrost degradation : regional and industry issues

Porfirʹev, Boris N.; Eliseev, D. O. - In: Studies on Russian economic development 34 (2023) 5, pp. 651-659

Persistent link: https://www.econbiz.de/10014384577

Scenario Analysis in Risk Management : Theory and Practice in Finance

Hassani, Bertrand K. - 2016

This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also...