Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
Amid instability of financial markets and macroeconomic situation the necessity of improving bank risk-management instrument arises. New economic reality defines the need for searching for more advanced approaches of estimating banks vulnerability to exceptional, but plausible events. Stress-testing...
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN RU |
| Publicado: |
MGIMO University Press
2015
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/561cee721011401faab0dad0d102a743 |
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