J.R. Aragones
Stress Tests, Market Risk Measures and Extremes: Bringing Stress Tests to the Forefront of Market Risk Management.
Aragones, J.R.; Blanco, C.; Dowd, K.
Authors
Contributors
D. Rosch
Editor
H. Scheule
Editor
Citation
Aragones, J., Blanco, C., & Dowd, K. (2009). Stress Tests, Market Risk Measures and Extremes: Bringing Stress Tests to the Forefront of Market Risk Management. In D. Rosch, & H. Scheule (Eds.), Stress Testing for Financial Institutions: Applications, Regulations and Techniques (17-33). Risk Books
| Publication Date | 2009 |
|---|---|
| Deposit Date | Aug 13, 2013 |
| Pages | 17-33 |
| Book Title | Stress Testing for Financial Institutions: Applications, Regulations and Techniques |
| Public URL | https://durham-repository.worktribe.com/output/1651598 |
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