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Scenario-based stress tests : are they painful enough?
Ellis, Colin - In: Contemporary economics 11 (2017) 2, pp. 219-234
Forecasts, models and stress tests are important tools for policymakers and business planners. Recent developments in these related spheres have seen greater emphasis placed on stress tests from a regulatory perspective, while at the same time forecasting performance has been criticized. Given...
Persistent link: https://www.econbiz.de/10011760487
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An optimization process in Value-at-Risk estimation
Huang, Alex - In: Review of financial economics : RFE 19 (2010) 3, pp. 109-116
Persistent link: https://www.econbiz.de/10008652920
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A pilot project for peer benchmarking of operational risk scenarios
Condamin, Laurent; Marie, Clémentine; Naim, Patrick - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 381-392
Persistent link: https://www.econbiz.de/10011980283
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Merchant power plants in India: risk analysis using simulation
Potluri, Sriram Siddhartha; Rajan A., Thillai - In: International journal of energy sector management : IJESM 4 (2010) 1, pp. 87-112
Persistent link: https://www.econbiz.de/10003977023
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A theoretical framework for incorporating scenarios into operational risk modeling
Ergashev, Bakhodir A. - In: Journal of financial services research : JFSR 41 (2012) 3, pp. 145-151
Persistent link: https://www.econbiz.de/10009631317
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Szenario-Analyse und Simulation : ein Fallbespiel mit Excel und Crystal Ball
Gleißner, Werner; Wolfrum, Marco - In: Challenge Controlling 2015 : [auf dem Weg zum Business …, (pp. 241-264). 2011
Persistent link: https://www.econbiz.de/10009388298
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Value at risk models
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003758439
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Systematic multi-period stress scenarios with an application to CCP risk management
Genaro, Alan de - In: Journal of banking & finance 67 (2016), pp. 119-134
Persistent link: https://www.econbiz.de/10011634669
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Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates
Joos, Peter; Piotroski, Joseph D.; Srinivasan, Suraj - In: Journal of financial economics 121 (2016) 3, pp. 645-663
Persistent link: https://www.econbiz.de/10011590869