A financially justifiable and practically implementable approach to coherent stress testing (Q5234340)
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scientific article; zbMATH DE number 7110462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A financially justifiable and practically implementable approach to coherent stress testing |
scientific article; zbMATH DE number 7110462 |
Statements
A financially justifiable and practically implementable approach to coherent stress testing (English)
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26 September 2019
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stress testing
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scenario analysis
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risk management
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Bayesian nets
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factor models
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