Stress-Testing Credit Value-at-Risk: a Multiyear Approach
Hamerle, Alfred, Jobst, Rainer, Knapp, Michael and Lerner, Matthias (2008) Stress-Testing Credit Value-at-Risk: a Multiyear Approach. In: Rösch, Daniel and Scheule, Harald, (eds.) Stress Testing for Financial Institutions: Applications, Regulations and Techniques. Riskbooks, London, pp. 67-91. ISBN 978-1-906348-11-3.Date of publication of this fulltext: 05 Aug 2009 13:58
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Details
| Item type | Book section |
| ISBN | 978-1-906348-11-3 |
| Title of Book: | Stress Testing for Financial Institutions: Applications, Regulations and Techniques |
|---|---|
| Publisher: | Riskbooks |
| Place of Publication: | London |
| Page Range: | pp. 67-91 |
| Date | 2008 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle) Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics 300 Social sciences > 310 General statistics |
| Status | Published |
| Refereed | Yes, this version has been refereed |
| Created at the University of Regensburg | Yes |
| Item ID | 8000 |
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