Stress Testing

Author:

Publisher

John Wiley & Sons, Inc.

Reference11 articles.

1. Basel Committee on Banking Supervision 2006 International Convergence of Capital Measurement and Capital Standards: A Revised Framework, Comprehensive Version

2. A Coherent Framework for Stress-Testing;Berkowitz;Journal of Risk,2000

3. Department of the Treasury, Federal Reserve System, and Federal Deposit Insurance Corporation 2006 Basel 2 Capital Accord-Notice of Proposed Rulemaking

4. Federal Reserve System 2015 Dodd-Frank: A Stress Test 2015: Supervisory Stress Test Methodology and Results Washington, DC

5. Accuracy of Mortgage Portfolio Risk Forecasts during Financial Crises;Lee;European Journal of Operational Research,2016

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