Quantitative reverse stress testing, bottom up (Q6101078)
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scientific article; zbMATH DE number 7698414
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quantitative reverse stress testing, bottom up |
scientific article; zbMATH DE number 7698414 |
Statements
Quantitative reverse stress testing, bottom up (English)
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20 June 2023
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quantitative reverse stress testing
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cost of capital (KVA)
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model validation
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model risk
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trading limits
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PFE
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0.8561605
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0.83205724
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0.8240591
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0.8145793
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0.7906917
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0.7867442
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