Pages that link to "Item:Q5234340"
From MaRDI portal
The following pages link to A financially justifiable and practically implementable approach to coherent stress testing (Q5234340):
Displaying 4 items.
- A proximity based macro stress testing framework (Q727657) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- Reverse stress testing: Scenario design for macroprudential stress tests (Q6054451) (← links)
- Quantitative reverse stress testing, bottom up (Q6101078) (← links)