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Economic Capital
book

Economic Capital

by Pieter Klaassen, Idzard van Eeghen
May 2009
Intermediate to advanced
304 pages
11h 58m
English
Elsevier Science
Content preview from Economic Capital

Endnotes

1 Committee on the Global Financial SystemStress testing at major financial institutions: Survey results and practice Bank for International Settlements January 2005

2 M. Marina, S. Stolz, M. Swinburne, Stress testing at the IMF September, 2008 IMF Working Paper 08/206

3 Committee on the Global Financial SystemStress testing at major financial institutions: Survey results and practice Bank for International Settlements January 2005

4 Committee of European Banking Supervisors Consultation paper 12 on stress testing under the supervisory review process June, 2006

5 Basel Committee on Banking SupervisionPrinciples for sound stress testing practices and supervision Consultative Document, Bank for International Settlements January ...

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Publisher Resources

ISBN: 9780123749017