Concepedia

Stress Testing in a Value at Risk Framework

The Journal of Derivatives · 1998 · 162 citations · 0 references

Concepts

ManagementBehavioral SciencesSystems EngineeringRisk AnalysisRisk AssessmentFinancial RiskRisk EvaluationRisk MeasurementStress TestingValue At RiskStress Testing MethodologySupervisory Stress TestingValue At Risk Stress Testing