A factor-model approach for correlation scenarios and...

  • Main
  • 2019 / 2
  • A factor-model approach for correlation scenarios and...

A factor-model approach for correlation scenarios and correlation stress testing

Packham, N., Woebbeking, C.F.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2019.01.020
Date:
February, 2019
File:
PDF, 1.07 MB
2019
Conversion to is in progress
Conversion to is failed