| Title | Other author(s) | |
|---|---|---|
A systematic approach to multi-period stress testing of portfolio credit riskBank of Spain Working Papers [View] (Paper: 1018, 18.06.2010) |
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How to Find Plausible, Severe, and Useful Stress ScenariosIJCB International Journal of Central Banking [View] (Paper: 09q3a7, 28.08.2009) |
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How to find plausible, severe, and useful stress scenariosAustrian National Bank Working Papers [View] (Paper: WP150, 05.03.2009) |
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Regulatory capital for market and credit risk interaction: is current regulation always conservative?Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/14, 04.06.2008) |
