Search Results - "модели стресс-тестирования"

THE RISK ASSESSMENT METHOD VAR FOR A CREDIT PORTFOLIO OF BANK

N. S. Zaurbekov, A. A. Amanbaev, E. B. Zhumahanbetov

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Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments

Alexander M. Karminsky, Ekaterina V. Seryakova

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Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments

Alexander M. Karminsky, Ekaterina V. Seryakova

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