Commercial Bank Stress Tests Based on Credit Risk
暂无分享,去创建一个
[1] F. Black,et al. The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.
[2] Claudio Borio,et al. Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners? , 2004 .
[3] Marco Sorge,et al. A comparative analysis of macro stress-testing methodologies with application to Finland , 2006 .
[4] Charles Goodhart,et al. A framework for assessing financial stability , 2006 .
[5] Mathias Drehmann,et al. The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application , 2010 .
[6] J. Leon Zhao,et al. Ontology-based scenario modeling and analysis for bank stress testing , 2014, Decis. Support Syst..