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Mathematical finance / Financial economics / Ethics / Stress testing / Scenario analysis / Value at risk / Discounted maximum loss / Credit risk / Systematic risk / Financial risk / Risk / Actuarial science


How to Find Plausible, Severe, and Useful Stress Scenarios
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Document Date: 2009-08-18 05:58:07

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City

Dornbirn / /

Country

Austria / /

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IndustryTerm

worst-case search / bank / /

Organization

Basel Committee on Banking Supervision / G20 / Oesterreichische Nationalbank / /

Person

Martin Jandaˇcka / Klaus Rheinberger / Gerald Krenn / Helmut Elsinger / Bjørne Dyre Syversten / Martin Summerb / Nikola Tarashev / /

Position

second risk manager / rst risk manager / risk manager / second manager / manager uses / Corresponding author / /

Technology

simulation / /

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