A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket /

समान संसाधन

• Stress testing for risk control under Basel II
  द्वारा: Chorafas, Dimitris N.
  प्रकाशित: (2007)
• Coherent stress testing a Bayesian approach to the analysis of financial stress /
  द्वारा: Rebonato, Riccardo
  प्रकाशित: (2010)
• Simple tools and techniques for enterprise risk management
  द्वारा: Chapman, Robert J.
  प्रकाशित: (2011)
• Operational risk management
  प्रकाशित: (2013)
• Fundamental aspects of operational risk and insurance analytics : a handbook of operational risk /
  द्वारा: Cruz, Marcelo G., और अन्य
  प्रकाशित: (2015)