A NEW METHOD OF STRESS TESTING INVESTMENT PRODUCTS
2011
AbstractThe following sections are included:INTRODUCTIONBASICS OF RISK MANAGEMENTSTRESS TESTS: AN OVERVIEW OF TYPICAL METHODSMACROECONOMIC STRESS TESTSSHIFTING MIGRATION MATRICESSTRESS TESTS BY MEANS OF THE PEAKS-OVER-THRESHOLD METHODCONCLUSIONREFERENCES
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
0
References
0
Citations
NaN
KQI