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Developing a stress testing framework based on market risk models

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Alexander, C. and Sheedy, E. (2008) Developing a stress testing framework based on market risk models. Journal of Banking & Finance, 32 (10). pp. 2220-2236. ISSN 0378-4266

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To link to this item DOI: 10.1016/j.jbankfin.2007.12.041


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:18677
Publisher:Elsevier
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