by
Engelmann, Bernd.
Publisher description http://www.loc.gov/catdir/enhancements/fy0824/2006929673-d.html
Table of contents only http://www.loc.gov/catdir/enhancements/fy0824/2006929673-t.html
Table of contents only http://www.loc.gov/catdir/enhancements/fy0824/2006929673-t.html
Format:
Books
Publication Date
2010
Excerpt:
The Basel II risk parameters : estimation, validation, and stress testing / Engelmann, Bernd.
by
Rebonato, Riccardo.
Format:
Books
Publication Date
2010
Excerpt:
Coherent stress testing : a Bayesian approach to the analysis of financial stress / Rebonato
by
Koenig, David R., 1962-
Format:
Books
Publication Date
2012
Excerpt:
Regulation-Sized Goal? -- Stress Tests, Scenario Analysis, and ANTs -- Managing the Midfield -- Setting Up
by
Morini, Massimo.
Format:
Books
Publication Date
2011
Excerpt:
Crisis -- 3.1.1.The Meaning of Stress Testing -- 3.1.2.Portfolio Stress Testing -- 3.1.3.Model Stress
by
Best, Philip.
Table of contents http://catdir.loc.gov/catdir/toc/onix01/98004098.html
Publisher description http://catdir.loc.gov/catdir/description/wiley031/98004098.html
Publisher description http://catdir.loc.gov/catdir/description/wiley031/98004098.html
Format:
Regular print
Publication Date
1998
Excerpt:
volatility and correlation -- Implementing value at risk -- Stress testing -- Managing risk with VAR -- Risk