S Sorensen

This author does not work for the BIS.

2 items

2010	The integrated impact of credit and interest rate risk on banks: a dynamic framework and stress testing application by M Stringa, Mathias Drehmann and S Sorensen in Journal of Banking and Finance
2007	Non-linearities and stress testing by A Patton, Mathias Drehmann and S Sorensen in Risk measurement and systemic risk