Stress Testing for Financial Institutions by Harald (ed) Scheule (Author), Daniel (ed) Roesch (Author)
Stress-testing for Financial Institutions is a comprehensive guide to this unsolved issue in financial risk management. With no other book currently on the market that focuses solely on stress-testing for financial institutions, this couldn t come at a better time. It includes chapters from academics, practitioners and regulators to cover the full spectrum of debate and perspectives on stress-testing. It includes innovative research from leading names in model analysis, and will help you to gain an insight into the regulations, constraints, and solutions to stress-testing in financial institutions.
Recommended for financial risk quants, financial risk managers, financial risk researchers and financial institution regulators.
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Stress Testing for Financial Institutions-Risk Publications.pdf
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