How to improve the quality of stress tests through backtesting

Finance a Uver - Czech Journal of Economics and Finance

Volumn 62, Issue 4, 2012, Pages 325-346

  Geršl, Adam ^a   Seidler, Jakub ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Bank capital; Credit risk; Stress testing

Indexed keywords

EID: 84865814416     PISSN: 00151920     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (32)

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