结果：找到“Stress test”相关内容72个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
【无人驾驶，自动驾驶，无人机，可靠性】AEC-Q100,101,102,104,JESD,汽车电子要求0 个回复 - 1589 次查看 【无人驾驶，自动驾驶，无人机】AEC Q100,101,102,104,JESD,汽车电子要求 随着「AI人工智能」与「ADAS无人驾驶」应用已成为当今科技产业的新宠，欲转型进入高端汽车、无人机的电子组件供应链，就必须要从电子产品 ...2019-10-31 16:05 - Mujahida - 现金交易版
Stress Testing for Financial Institutions by Harald (ed) Scheule (Author), Danie
31 个回复 - 4200 次查看 Stress Testing for Financial Institutions by Harald (ed) Scheule (Author), Daniel (ed) Roesch (Author) Stress-testing for Financial Institutions is a comprehensive guide to this unsolved issue i ...2016-4-11 17:03 - exuan1991 - 金融学（理论版）
31 个回复 - 4200 次查看 Stress Testing for Financial Institutions by Harald (ed) Scheule (Author), Daniel (ed) Roesch (Author) Stress-testing for Financial Institutions is a comprehensive guide to this unsolved issue i ...2016-4-11 17:03 - exuan1991 - 金融学（理论版）
CCAR and Beyond - Capital Assessment, Stress Testing and Applications
28 个回复 - 4450 次查看 CCAR and Beyond - Capital Assessment, Stress Testing and Applications Following the global financial crisis, the Comprehensive Capital Analysis Review CCAR has emerged in the US as the most dominan ...2016-4-11 17:10 - exuan1991 - 金融学（理论版）
28 个回复 - 4450 次查看 CCAR and Beyond - Capital Assessment, Stress Testing and Applications Following the global financial crisis, the Comprehensive Capital Analysis Review CCAR has emerged in the US as the most dominan ...2016-4-11 17:10 - exuan1991 - 金融学（理论版）
Testing macroprudential stress tests: The risk of regulatory risk weights
3 个回复 - 217 次查看 【作者(必填)】Viral Acharya, Robert Engle, Diane Pierret 【文题(必填)】Testing macroprudential stress tests: The risk of regulatory risk weights 【年份(必填)】2014 【全文链接或数据库名称(选填 ...2022-12-23 13:36 - xiaojun9756 - 求助成功区
3 个回复 - 217 次查看 【作者(必填)】Viral Acharya, Robert Engle, Diane Pierret 【文题(必填)】Testing macroprudential stress tests: The risk of regulatory risk weights 【年份(必填)】2014 【全文链接或数据库名称(选填 ...2022-12-23 13:36 - xiaojun9756 - 求助成功区
Stress Testing and Macroprudential Regulation: A Transatlantic Assessment
42 个回复 - 4634 次查看 2016年最新教材，降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 关于“压力测试”的大牛合集。。。 [相关阅读] 【金融 ...2016-6-23 07:45 - wwqqer - 金融学（理论版）
42 个回复 - 4634 次查看 2016年最新教材，降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 关于“压力测试”的大牛合集。。。 [相关阅读] 【金融 ...2016-6-23 07:45 - wwqqer - 金融学（理论版）
求一本书：Stress Testing: Approaches, Methods, and Applications
9 个回复 - 3268 次查看 求FRM Note里的一本书： Stress Testing: Approaches, Methods, and Applications, Edited by Akhtar Siddique and Iftekhar Hasan (London: Risk Books, 2013). 谢谢2017-1-13 16:09 - 825554819 - 悬赏大厅
9 个回复 - 3268 次查看 求FRM Note里的一本书： Stress Testing: Approaches, Methods, and Applications, Edited by Akhtar Siddique and Iftekhar Hasan (London: Risk Books, 2013). 谢谢2017-1-13 16:09 - 825554819 - 悬赏大厅
Stress Testing and Risk Integration in Banks: A Statistical Framework and Prac
70 个回复 - 8047 次查看 Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide (In Matlab and R) Academic Press | 2017 | ISBN 978-0-12-803590-0 | 306 pages | PDF ...2017-7-26 11:43 - igs816 - 量化投资
70 个回复 - 8047 次查看 Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide (In Matlab and R) Academic Press | 2017 | ISBN 978-0-12-803590-0 | 306 pages | PDF ...2017-7-26 11:43 - igs816 - 量化投资
A climate stress-test of the financial system
1 个回复 - 867 次查看 【作者(必填)】Stefano Battiston[/backcolor], Antoine Mandel[/backcolor], Irene Monasterolo[/backcolor], Franziska Schütze[/backcolor] & Gabriele Visentin[/backcolor] 【文题(必填)】A climate stres ...2020-1-8 15:02 - wangying1778 - 文献求助专区
1 个回复 - 867 次查看 【作者(必填)】Stefano Battiston[/backcolor], Antoine Mandel[/backcolor], Irene Monasterolo[/backcolor], Franziska Schütze[/backcolor] & Gabriele Visentin[/backcolor] 【文题(必填)】A climate stres ...2020-1-8 15:02 - wangying1778 - 文献求助专区
【独家发布】A Guide to IMF Stress Testing : Methods and Models
1 个回复 - 580 次查看 A Guide to IMF Stress Testing : Methods and Models Author(s): Li Lian Ong Publisher: International Monetary Fund, Year: 2014 ISBN: 9781484368589,97814755512972019-12-22 11:05 - hhasoka - Forum
1 个回复 - 580 次查看 A Guide to IMF Stress Testing : Methods and Models Author(s): Li Lian Ong Publisher: International Monetary Fund, Year: 2014 ISBN: 9781484368589,97814755512972019-12-22 11:05 - hhasoka - Forum
【2018新书】The Stress Test Every Business Needs
13 个回复 - 3493 次查看 The Stress Test Every Business Needs: A Capital Agenda for Confidently Facing Digital Disruption, Difficult Investors, Recessions and Geopolitical Threats by Jeffrey R. Greene (Author), Steve Krousko ...2018-9-11 22:54 - slowry - 金融学（理论版）
13 个回复 - 3493 次查看 The Stress Test Every Business Needs: A Capital Agenda for Confidently Facing Digital Disruption, Difficult Investors, Recessions and Geopolitical Threats by Jeffrey R. Greene (Author), Steve Krousko ...2018-9-11 22:54 - slowry - 金融学（理论版）
Bayesian optimal design of step stress accelerated degradation testing
1 个回复 - 350 次查看 【作者(必填)】Xiao-Yang Li 【文题(必填)】Bayesian optimal design of step stress accelerated degradation testing 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.researchgate.net/pub ...2019-8-15 20:32 - victorbian - 求助成功区
1 个回复 - 350 次查看 【作者(必填)】Xiao-Yang Li 【文题(必填)】Bayesian optimal design of step stress accelerated degradation testing 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.researchgate.net/pub ...2019-8-15 20:32 - victorbian - 求助成功区
CCAR and Beyond - Capital Assessment, Stress Testing and Applications
3 个回复 - 1791 次查看 【作者(必填)】 Jing Zhang 【文题(必填)】 CCAR and Beyond - Capital Assessment, Stress Testing and Applications 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 http://riskbooks.com/ccar-and-b ...2015-11-1 09:39 - robertzhao1 - 文献求助专区
3 个回复 - 1791 次查看 【作者(必填)】 Jing Zhang 【文题(必填)】 CCAR and Beyond - Capital Assessment, Stress Testing and Applications 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 http://riskbooks.com/ccar-and-b ...2015-11-1 09:39 - robertzhao1 - 文献求助专区
【学习笔记】In its annual stress tests, the Federal Reserve models credi ...
0 个回复 - 326 次查看 In its annual stress tests, the Federal Reserve models credit card loss rates for large banks to be 11.3% in an “adverse scenario” and 16.35% in a “severely adverse” scenario. Dv01’s new findings ...2020-4-16 23:18 - trainshao - Forum
0 个回复 - 326 次查看 In its annual stress tests, the Federal Reserve models credit card loss rates for large banks to be 11.3% in an “adverse scenario” and 16.35% in a “severely adverse” scenario. Dv01’s new findings ...2020-4-16 23:18 - trainshao - Forum
【学习笔记】2020/3/23(Barrons)
The Banks’ Stress Test Is Now All Too Re ...
1 个回复 - 407 次查看 2020/3/23(Barrons) The Banks’ Stress Test Is Now All Too Real 银行的压力测试现在太真实了2020-4-15 14:20 - peylinn8 - Forum
1 个回复 - 407 次查看 2020/3/23(Barrons) The Banks’ Stress Test Is Now All Too Real 银行的压力测试现在太真实了2020-4-15 14:20 - peylinn8 - Forum
【学习笔记】2020/3/26(WSJ)
Bank Stress Tests Pale Next to the Pandemic’ ...
0 个回复 - 265 次查看 2020/3/26(WSJ) Bank Stress Tests Pale Next to the Pandemic’s Wallop 银行压力测试在疫情大流行的冲击下显得苍白 Some have said the Fed’s worst-case scenarios are too far-fetched. 有人说美联储最坏的情况 ...2020-4-3 17:42 - peylinn8 - Forum
0 个回复 - 265 次查看 2020/3/26(WSJ) Bank Stress Tests Pale Next to the Pandemic’s Wallop 银行压力测试在疫情大流行的冲击下显得苍白 Some have said the Fed’s worst-case scenarios are too far-fetched. 有人说美联储最坏的情况 ...2020-4-3 17:42 - peylinn8 - Forum
Should Banks' Stress Test Results Be Disclosed
2 个回复 - 464 次查看 【作者(必填)】Goldstein, I. , Sapra, H. 【文题(必填)】Should banks' stress test results be disclosed? An analysis of the costs and benefits 【年份(必填)】2013 【全文链接或数据库名称(选填)】Fo ...2019-1-26 11:33 - myazure - 求助成功区
2 个回复 - 464 次查看 【作者(必填)】Goldstein, I. , Sapra, H. 【文题(必填)】Should banks' stress test results be disclosed? An analysis of the costs and benefits 【年份(必填)】2013 【全文链接或数据库名称(选填)】Fo ...2019-1-26 11:33 - myazure - 求助成功区
Stress Test Reflections on Financial Crises by Timothy F. Geithner
6 个回复 - 4775 次查看 Stress Test is the story of Tim Geithner’s education in financial crises. As president of the Federal Reserve Bank of New York and then as President Barack Obama’s secretary of the Treasury, Tim ...2014-5-16 02:37 - 大家开心 - 商学院
6 个回复 - 4775 次查看 Stress Test is the story of Tim Geithner’s education in financial crises. As president of the Federal Reserve Bank of New York and then as President Barack Obama’s secretary of the Treasury, Tim ...2014-5-16 02:37 - 大家开心 - 商学院
ICAAP Stress Testing: Challenges and Expectations
0 个回复 - 436 次查看 Ahead of the ICAAP Stress Testing and Capital Planning Conference[/backcolor], we spoke with Jeff Simmons, Head of Enterprise Risk at Bank of Tokyo Mitsubishi UFJ, about the challenges banks are facin ...2018-11-6 15:25 - 诗人都在海底 - 休闲灌水
0 个回复 - 436 次查看 Ahead of the ICAAP Stress Testing and Capital Planning Conference[/backcolor], we spoke with Jeff Simmons, Head of Enterprise Risk at Bank of Tokyo Mitsubishi UFJ, about the challenges banks are facin ...2018-11-6 15:25 - 诗人都在海底 - 休闲灌水
数据库基准和压力测试 pdf [Database Benchmarking and Stress Testing - 2018
0 个回复 - 1225 次查看 Database Benchmarking and Stress Testing pdfProvide evidence-based answers that can be measured and relied upon by your business. Database administrators will be able to make sound architectural d ...2018-10-11 13:10 - oychw - SQL及关系型数据库数据分析
0 个回复 - 1225 次查看 Database Benchmarking and Stress Testing pdfProvide evidence-based answers that can be measured and relied upon by your business. Database administrators will be able to make sound architectural d ...2018-10-11 13:10 - oychw - SQL及关系型数据库数据分析
Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests
1 个回复 - 718 次查看 【作者(必填)】 LyesKoliai[/backcolor] 【文题(必填)】 Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests【年份(必填)】 2016 【全文链接或数据库名称(选填)】https://www.s ...2018-7-27 09:01 - internet.hzx - 求助成功区
1 个回复 - 718 次查看 【作者(必填)】 LyesKoliai[/backcolor] 【文题(必填)】 Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests【年份(必填)】 2016 【全文链接或数据库名称(选填)】https://www.s ...2018-7-27 09:01 - internet.hzx - 求助成功区
Stress-testing the Banking System Methodologies and Applications
15 个回复 - 5102 次查看 Edited by Mario Quagliariello Contents Part I Fundamentals 1 A framework for assessing financial stability Maurizio Trapanese (Bank of Italy) 7 1.1 Introduction 7 1.2 Building the framework ...2010-6-28 18:54 - hujie0423 - 金融学（理论版）
15 个回复 - 5102 次查看 Edited by Mario Quagliariello Contents Part I Fundamentals 1 A framework for assessing financial stability Maurizio Trapanese (Bank of Italy) 7 1.1 Introduction 7 1.2 Building the framework ...2010-6-28 18:54 - hujie0423 - 金融学（理论版）
求：Risk Contributions, Information and Reverse Stress Testing
2 个回复 - 695 次查看 【作者(必填)】Jimmy Skoglund，Wei Chen 【文题(必填)】Risk Contributions, Information and Reverse Stress Testing 【年份(必填)】2009 【全文链接或数据库名称(选填)】Journal of Risk Model Validati ...2018-1-28 14:03 - rireombre - 求助成功区
2 个回复 - 695 次查看 【作者(必填)】Jimmy Skoglund，Wei Chen 【文题(必填)】Risk Contributions, Information and Reverse Stress Testing 【年份(必填)】2009 【全文链接或数据库名称(选填)】Journal of Risk Model Validati ...2018-1-28 14:03 - rireombre - 求助成功区
求：Reverse stress tests with bottom-up approaches
1 个回复 - 508 次查看 【作者(必填)】Peter Grundke 【文题(必填)】Reverse stress tests with bottom-up approaches 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://doc.mbalib.com/view/ffe43dc2a2c5cfa189b2118f83 ...2018-1-28 12:24 - rireombre - 求助成功区
1 个回复 - 508 次查看 【作者(必填)】Peter Grundke 【文题(必填)】Reverse stress tests with bottom-up approaches 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://doc.mbalib.com/view/ffe43dc2a2c5cfa189b2118f83 ...2018-1-28 12:24 - rireombre - 求助成功区
波士顿咨询——压力测试介绍Stress Testing(非常实用)
45 个回复 - 14244 次查看 The Boston Consulting Group Risk Management Stress Testing Author: Christian Rosen, Carsten Gerhardt, Franz J. Herrlein, Thomas Gross Content: Introduction and definitions Stress tes ...2009-9-13 17:31 - woshiliming - Forum
45 个回复 - 14244 次查看 The Boston Consulting Group Risk Management Stress Testing Author: Christian Rosen, Carsten Gerhardt, Franz J. Herrlein, Thomas Gross Content: Introduction and definitions Stress tes ...2009-9-13 17:31 - woshiliming - Forum
A_Guide_to_IMF_Stress_Testing 绝版资料
6 个回复 - 1362 次查看 因为资料来之不易，所以小弟就收费高了一些，不过绝对清晰2017-3-7 08:00 - 新加坡华人 - 金融学（理论版）
6 个回复 - 1362 次查看 因为资料来之不易，所以小弟就收费高了一些，不过绝对清晰2017-3-7 08:00 - 新加坡华人 - 金融学（理论版）
求书Stress Testing and Risk Integration in Banks: A Statistical Framework and Pr
0 个回复 - 1210 次查看 求书Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide (in Matlab and R)2017-5-28 06:46 - stevenchen4869 - MATLAB等数学软件专版
0 个回复 - 1210 次查看 求书Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide (in Matlab and R)2017-5-28 06:46 - stevenchen4869 - MATLAB等数学软件专版
【kindle】stress test.mobi
3 个回复 - 319 次查看 内容简介拯救美国经济的焦点人物——美国有史以来最年轻的财政部长盖特纳，反思整个金融危机始末！在这本充满启迪的回忆录中，蒂莫西•盖特纳解释了美国如何成功渡过了其政治和金融系统的最终压力测试。作为纽约 ...2017-5-7 15:20 - 山山水水时 - 版权审核区（不对外开放）
3 个回复 - 319 次查看 内容简介拯救美国经济的焦点人物——美国有史以来最年轻的财政部长盖特纳，反思整个金融危机始末！在这本充满启迪的回忆录中，蒂莫西•盖特纳解释了美国如何成功渡过了其政治和金融系统的最终压力测试。作为纽约 ...2017-5-7 15:20 - 山山水水时 - 版权审核区（不对外开放）
2010年压力测试新书：Coherent Stress Testing
11 个回复 - 4645 次查看 Coherent Stress Testing:A Bayesian Approach to the Analysis of Financial Stress by Riccardo Rebonato This edition first published 2010 © 2010 Riccardo Rebonato Registered office John Wiley ...2011-6-28 17:09 - andy520 - 金融学（理论版）
11 个回复 - 4645 次查看 Coherent Stress Testing:A Bayesian Approach to the Analysis of Financial Stress by Riccardo Rebonato This edition first published 2010 © 2010 Riccardo Rebonato Registered office John Wiley ...2011-6-28 17:09 - andy520 - 金融学（理论版）
Stress Testing for Risk Control Under Basel II
11 个回复 - 3847 次查看 2010-9-12 09:11 - stjack - 金融学（理论版）
11 个回复 - 3847 次查看 2010-9-12 09:11 - stjack - 金融学（理论版）
The Basel II Risk Parameters - Estimation, Validation, Stress Testing 2nd ed
10 个回复 - 4159 次查看 The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management [Hardcover]Bernd Engelmann (Editor), Robert Rauhmeier (Editor) Product De ...2011-4-22 22:52 - martinnyj - 金融学（理论版）
10 个回复 - 4159 次查看 The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management [Hardcover]Bernd Engelmann (Editor), Robert Rauhmeier (Editor) Product De ...2011-4-22 22:52 - martinnyj - 金融学（理论版）
Stress Testing in Financial Risk Analysis 2010
5 个回复 - 2161 次查看 The Up-to-date Stess Testing book in financial risk managedment for reference.2010-12-18 15:34 - 匿名 - 金融学（理论版）
5 个回复 - 2161 次查看 The Up-to-date Stess Testing book in financial risk managedment for reference.2010-12-18 15:34 - 匿名 - 金融学（理论版）
Stress testing of financial systems
7 个回复 - 2080 次查看 IMF的压力测试论文 Stress testing of financial systems:an overview of issues,methodologies,and FSAP ecperiences2010-3-9 16:11 - sphinxy - 计量经济学与统计软件
7 个回复 - 2080 次查看 IMF的压力测试论文 Stress testing of financial systems:an overview of issues,methodologies,and FSAP ecperiences2010-3-9 16:11 - sphinxy - 计量经济学与统计软件
Supervisory Scenarios for Annual Stress Tests Required under the Dodd-Frank Act
0 个回复 - 937 次查看 2015 Supervisory Scenarios for AnnualStress Tests Required under theDodd-Frank Act Stress Testing Rulesand the Capital Plan Rule2016-10-19 14:21 - fymmwyw1 - 金融工程（数量金融）与金融衍生品
0 个回复 - 937 次查看 2015 Supervisory Scenarios for AnnualStress Tests Required under theDodd-Frank Act Stress Testing Rulesand the Capital Plan Rule2016-10-19 14:21 - fymmwyw1 - 金融工程（数量金融）与金融衍生品
Stress Testing: Approaches, Methods and Applications
27 个回复 - 7615 次查看 Stress testing is a tool that will make You able to reveal vulnerabilities within Your Company and point the way to actions that will reduce them. It is a key element of response to the financial cri ...2014-6-10 21:24 - 大家开心 - 金融学（理论版）
27 个回复 - 7615 次查看 Stress testing is a tool that will make You able to reveal vulnerabilities within Your Company and point the way to actions that will reduce them. It is a key element of response to the financial cri ...2014-6-10 21:24 - 大家开心 - 金融学（理论版）
Stress Tests, Maximum Loss, and Value at Risk
1 个回复 - 863 次查看 【作者(必填)】Thomas Breuer, Gerald Krenn, Filip Pistovcak 【文题(必填)】Stress Tests, Maximum Loss, and Value at Risk 【年份(必填)】2002 【全文链接或数据库名称(选填)】http://link.springer.co ...2016-7-20 23:12 - 阿狸与桃子 - 求助成功区
1 个回复 - 863 次查看 【作者(必填)】Thomas Breuer, Gerald Krenn, Filip Pistovcak 【文题(必填)】Stress Tests, Maximum Loss, and Value at Risk 【年份(必填)】2002 【全文链接或数据库名称(选填)】http://link.springer.co ...2016-7-20 23:12 - 阿狸与桃子 - 求助成功区
Stress Testing for Financial Institutions
2 个回复 - 1551 次查看 【作者(必填)】Harald (ed) Scheule (Author), Daniel (ed) Roesch (Author) 【文题(必填)】Stress Testing for Financial Institutions 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.amaz ...2014-1-19 16:01 - johnzi0128 - 文献求助专区
2 个回复 - 1551 次查看 【作者(必填)】Harald (ed) Scheule (Author), Daniel (ed) Roesch (Author) 【文题(必填)】Stress Testing for Financial Institutions 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.amaz ...2014-1-19 16:01 - johnzi0128 - 文献求助专区
CCAR and Beyond - Capital Assessment, Stress Testing and Applications
1 个回复 - 1130 次查看 【作者(必填)】Jing Zhang 【文題(必填)】CCAR and Beyond - Capital Assessment, Stress Testing and Applications 【年份(必填)】2013 【全文鏈接或數據庫名稱(選填)】http://riskbooks.com/ccar-and-be ...2016-1-4 21:48 - uareme6 - 文献求助专区
1 个回复 - 1130 次查看 【作者(必填)】Jing Zhang 【文題(必填)】CCAR and Beyond - Capital Assessment, Stress Testing and Applications 【年份(必填)】2013 【全文鏈接或數據庫名稱(選填)】http://riskbooks.com/ccar-and-be ...2016-1-4 21:48 - uareme6 - 文献求助专区
[求助]求书《Stress Testing for Risk Control Under Basel II》
1 个回复 - 2445 次查看 想读一本Elsevier出版社出版的《Stress Testing for Risk Control Under Basel II》，作者Dimitris N. Chorafas. 如果哪位有这本书，请发至我gnzemail@163.com，我给你转论坛现金。或在论坛上发出售贴，谢谢！2008-7-13 17:12 - hpgnz - 金融学（理论版）
1 个回复 - 2445 次查看 想读一本Elsevier出版社出版的《Stress Testing for Risk Control Under Basel II》，作者Dimitris N. Chorafas. 如果哪位有这本书，请发至我gnzemail@163.com，我给你转论坛现金。或在论坛上发出售贴，谢谢！2008-7-13 17:12 - hpgnz - 金融学（理论版）
Some good references for Credit Risk Modeling, Monitoring and Stress Testing
4 个回复 - 2750 次查看 Some good references for Credit Risk Modeling, Monitoring and Stress Testing.2013-4-30 18:32 - lsyizls - 金融工程（数量金融）与金融衍生品
4 个回复 - 2750 次查看 Some good references for Credit Risk Modeling, Monitoring and Stress Testing.2013-4-30 18:32 - lsyizls - 金融工程（数量金融）与金融衍生品
Stress-testing the Banking System-methodologies and Applications
8 个回复 - 2769 次查看 Stress-testing the Banking System-methodologies and Applications2010-12-30 13:21 - shuxia - 金融学（理论版）
8 个回复 - 2769 次查看 Stress-testing the Banking System-methodologies and Applications2010-12-30 13:21 - shuxia - 金融学（理论版）
Stress-testing US bank holding companies: A dynamic panel quantile reg
1 个回复 - 1374 次查看 【作者(必填)】Francisco B. Covasa, , , Ben Rumpb, , Egon Zakrajšeka, 【文题(必填)】Stress-testing US bank holding companies: A dynamic panel quantile regression approach 【年份(必填)】2014 ...2014-7-25 23:51 - nkky2011 - 求助成功区
1 个回复 - 1374 次查看 【作者(必填)】Francisco B. Covasa, , , Ben Rumpb, , Egon Zakrajšeka, 【文题(必填)】Stress-testing US bank holding companies: A dynamic panel quantile regression approach 【年份(必填)】2014 ...2014-7-25 23:51 - nkky2011 - 求助成功区
Macrofinancial Stress Testing - Principles and Practices
2 个回复 - 1623 次查看 【作者(必填)】Hiroko Oura 【文题(必填)】Macrofinancial Stress Testing - Principles and Practices 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/papers.cfm?abst ...2013-3-19 22:49 - 不再后悔 - 求助成功区
2 个回复 - 1623 次查看 【作者(必填)】Hiroko Oura 【文题(必填)】Macrofinancial Stress Testing - Principles and Practices 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/papers.cfm?abst ...2013-3-19 22:49 - 不再后悔 - 求助成功区
求：Stress Test: Reflections on Financial Crises
1 个回复 - 2574 次查看 Timothy Geithner (作者) [*]出版社: Random House Business Books (2014年5月15日) [*]平装: 320页 [*]语种： 英语 [*]ISBN: 1847941230 [*]条形码: 97818479412372014-4-15 09:51 - 唐宋元清 - 求助成功区
1 个回复 - 2574 次查看 Timothy Geithner (作者) [*]出版社: Random House Business Books (2014年5月15日) [*]平装: 320页 [*]语种： 英语 [*]ISBN: 1847941230 [*]条形码: 97818479412372014-4-15 09:51 - 唐宋元清 - 求助成功区
Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
0 个回复 - 1245 次查看 【作者(必填)】Riccardo Rebonato 【文题(必填)】 Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (The Wiley Finance Series) 【年份(必填)】2010 【全文链接或 ...2014-1-19 16:08 - johnzi0128 - 文献求助专区
0 个回复 - 1245 次查看 【作者(必填)】Riccardo Rebonato 【文题(必填)】 Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (The Wiley Finance Series) 【年份(必填)】2010 【全文链接或 ...2014-1-19 16:08 - johnzi0128 - 文献求助专区
Stress Testing: Principles and Practice
0 个回复 - 1196 次查看 【作者(必填)】Myrvin H. Ellestad【文题(必填)】Stress Testing: Principles and Practice 【年份(必填)】 2003 【全文链接或数据库名称(选填)】 http://www.amazon.com/Stress-Testing-Principles-Myrvin-Elle ...2014-1-19 16:04 - johnzi0128 - 文献求助专区
0 个回复 - 1196 次查看 【作者(必填)】Myrvin H. Ellestad【文题(必填)】Stress Testing: Principles and Practice 【年份(必填)】 2003 【全文链接或数据库名称(选填)】 http://www.amazon.com/Stress-Testing-Principles-Myrvin-Elle ...2014-1-19 16:04 - johnzi0128 - 文献求助专区
Stress Testing: Approaches, Methods and Applications
0 个回复 - 1439 次查看 【作者(必填)】 Akhtar Siddique (Author, Editor), Iftekhar Hasan (Author, Editor) 【文题(必填)】Stress Testing: Approaches, Methods and Applications 【年份(必填)】2013 【全文链接或数据库名称(选填)】 ...2014-1-19 15:59 - johnzi0128 - 文献求助专区
0 个回复 - 1439 次查看 【作者(必填)】 Akhtar Siddique (Author, Editor), Iftekhar Hasan (Author, Editor) 【文题(必填)】Stress Testing: Approaches, Methods and Applications 【年份(必填)】2013 【全文链接或数据库名称(选填)】 ...2014-1-19 15:59 - johnzi0128 - 文献求助专区
请教Stress Testing同Back Testing的区别
6 个回复 - 2287 次查看 没有看懂，麻烦可以给给解释 谢谢啦2013-9-23 21:28 - chisdon - CFA、CVA、FRM等金融考证论坛
6 个回复 - 2287 次查看 没有看懂，麻烦可以给给解释 谢谢啦2013-9-23 21:28 - chisdon - CFA、CVA、FRM等金融考证论坛
The Role of Stress Testing in Credit Risk Management
1 个回复 - 1377 次查看 【作者(必填)】Roger M. Stein 【文题(必填)】The Role of Stress Testing in Credit Risk Management 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/papers.cfm?abstra ...2013-6-17 18:57 - 不再后悔 - 求助成功区
1 个回复 - 1377 次查看 【作者(必填)】Roger M. Stein 【文题(必填)】The Role of Stress Testing in Credit Risk Management 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/papers.cfm?abstra ...2013-6-17 18:57 - 不再后悔 - 求助成功区
Principles for sound stress testing practices and supervision
5 个回复 - 2373 次查看 压力测试 Bank for International Settlements 2009年2010-7-11 21:51 - guiyuan3 - 世界经济与国际贸易
5 个回复 - 2373 次查看 压力测试 Bank for International Settlements 2009年2010-7-11 21:51 - guiyuan3 - 世界经济与国际贸易
Macroprudential Stress Testing of Credit Risk
2 个回复 - 957 次查看 【作者(必填)】Daniel Buncic 【文题(必填)】Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://paper ...2013-3-19 23:45 - 不再后悔 - 求助成功区
2 个回复 - 957 次查看 【作者(必填)】Daniel Buncic 【文题(必填)】Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://paper ...2013-3-19 23:45 - 不再后悔 - 求助成功区
A stress test to incorporate correlation breakdown
0 个回复 - 2212 次查看 【作者(必填)】Kim & Finger 【文题(必填)】 A stress test to incorporate correlation breakdown 【年份(必填)】2000 【全文链接或数据库名称(选填)】2012-2-11 16:21 - 迷途mitu - 文献求助专区
0 个回复 - 2212 次查看 【作者(必填)】Kim & Finger 【文题(必填)】 A stress test to incorporate correlation breakdown 【年份(必填)】2000 【全文链接或数据库名称(选填)】2012-2-11 16:21 - 迷途mitu - 文献求助专区
求文章 A meta-analytic test of the challenge stressor-hindrance stressor framewo
2 个回复 - 1004 次查看 向好心人寻求 A meta-analytic test of the challenge stressor-hindrance stressor framework 这篇文章。谢谢了。2011-10-18 23:26 - huashiqiao - 爱问频道
2 个回复 - 1004 次查看 向好心人寻求 A meta-analytic test of the challenge stressor-hindrance stressor framework 这篇文章。谢谢了。2011-10-18 23:26 - huashiqiao - 爱问频道
Paper: Stress Testing with incomplete data
2 个回复 - 1382 次查看 Stress Testing with incomplete data，一篇论文。最近哥们帮一银行做project，用到的。2011-8-15 13:59 - sjdkuhn - 金融工程（数量金融）与金融衍生品
2 个回复 - 1382 次查看 Stress Testing with incomplete data，一篇论文。最近哥们帮一银行做project，用到的。2011-8-15 13:59 - sjdkuhn - 金融工程（数量金融）与金融衍生品
Springer-Basel II Risk Parameters-Estimation,Validation and Stress Testing
6 个回复 - 3047 次查看 Springer Group, Risk Metetrics Group The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an importan ...2010-3-11 00:42 - ibanker - 金融工程（数量金融）与金融衍生品
6 个回复 - 3047 次查看 Springer Group, Risk Metetrics Group The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an importan ...2010-3-11 00:42 - ibanker - 金融工程（数量金融）与金融衍生品
Mcro stress test feedback
2 个回复 - 1523 次查看 Mcro stress test feedback2010-12-5 14:39 - anren32 - 金融学（理论版）
2 个回复 - 1523 次查看 Mcro stress test feedback2010-12-5 14:39 - anren32 - 金融学（理论版）
Banking - The EU stress test and sovereign debt exposures (OECD) - Aug 2010
1 个回复 - 1656 次查看 This working paper’s quantifications show that most sovereign debt is held on the banking books of banks, whereas the EU stress test considered only their small trading book exposures. It discusses w ...2010-8-21 07:02 - slava_xu - 行业分析报告
1 个回复 - 1656 次查看 This working paper’s quantifications show that most sovereign debt is held on the banking books of banks, whereas the EU stress test considered only their small trading book exposures. It discusses w ...2010-8-21 07:02 - slava_xu - 行业分析报告
Bank Risk Management with Value-at-Risk and Stress Testing
3 个回复 - 2446 次查看 Bank Risk Management with Value-at-Risk and Stress Testing2009-12-18 20:36 - fulei2007 - 论文版
3 个回复 - 2446 次查看 Bank Risk Management with Value-at-Risk and Stress Testing2009-12-18 20:36 - fulei2007 - 论文版
CONSULTATIVE PAPER ON CREDIT STRESS-TESTING
0 个回复 - 1370 次查看 MAS 2002, 還不賴2011-3-28 09:05 - sandmer - 金融学（理论版）
0 个回复 - 1370 次查看 MAS 2002, 還不賴2011-3-28 09:05 - sandmer - 金融学（理论版）
A Market Based Macro Stress Test for the Corporate Credit Exposures of UK Banks
2 个回复 - 1659 次查看 This paper presents a stress test for corporate exposures of UK banks. The default process is modelled via a Merton model and several macroeconomic as well market factors are identified as systemati ...2010-1-2 11:17 - bot2007 - 金融学（理论版）
2 个回复 - 1659 次查看 This paper presents a stress test for corporate exposures of UK banks. The default process is modelled via a Merton model and several macroeconomic as well market factors are identified as systemati ...2010-1-2 11:17 - bot2007 - 金融学（理论版）
压力测试经典著作-Development of Stress Tests for Credit Portfolios
3 个回复 - 2339 次查看 压力测试经典著作-Development of Stress Tests for Credit Portfolios2010-9-9 11:25 - claudchen - 金融工程（数量金融）与金融衍生品
3 个回复 - 2339 次查看 压力测试经典著作-Development of Stress Tests for Credit Portfolios2010-9-9 11:25 - claudchen - 金融工程（数量金融）与金融衍生品
Stress Testing
0 个回复 - 1170 次查看 Stress Testing ICAAP definition2010-7-14 11:25 - surfingbreeze - 休闲灌水
0 个回复 - 1170 次查看 Stress Testing ICAAP definition2010-7-14 11:25 - surfingbreeze - 休闲灌水
stress and scenario testing
0 个回复 - 1832 次查看 1 Overview 3 2 Market failure analysis, summary CBA and context for 8 proposed changes 3 Proposed changes to Handbook rules and guidance for stress 21 and scenario testing Annex 1: Summary list o ...2010-3-5 19:23 - bluehy - 金融学（理论版）
0 个回复 - 1832 次查看 1 Overview 3 2 Market failure analysis, summary CBA and context for 8 proposed changes 3 Proposed changes to Handbook rules and guidance for stress 21 and scenario testing Annex 1: Summary list o ...2010-3-5 19:23 - bluehy - 金融学（理论版）
Stressing Test
2 个回复 - 1165 次查看 Stressing Test 后附代码，复制即可实现2010-2-4 20:11 - yammy2008 - MATLAB等数学软件专版
2 个回复 - 1165 次查看 Stressing Test 后附代码，复制即可实现2010-2-4 20:11 - yammy2008 - MATLAB等数学软件专版
stress testing in banking business
1 个回复 - 1338 次查看 banking stress and scenario testing paper.2010-2-3 22:41 - lancezou - 金融学（理论版）
1 个回复 - 1338 次查看 banking stress and scenario testing paper.2010-2-3 22:41 - lancezou - 金融学（理论版）
求书：Stress Testing for Risk Control Under Basel II
4 个回复 - 1602 次查看 Stress Testing for Risk Control Under Basel II authour: Dimitris Chorafas Hardbound, 360 pages, publication date: NOV-2006 非常需要。麻烦大家了。谢谢。 电子链接： http://www.sciencedirect.co ...2009-8-2 21:30 - duncan_zheng - 文献求助专区
4 个回复 - 1602 次查看 Stress Testing for Risk Control Under Basel II authour: Dimitris Chorafas Hardbound, 360 pages, publication date: NOV-2006 非常需要。麻烦大家了。谢谢。 电子链接： http://www.sciencedirect.co ...2009-8-2 21:30 - duncan_zheng - 文献求助专区
WHY BANKS FAILED THE STRESS TEST
0 个回复 - 1125 次查看 WHY BANKS FAILED THE STRESS TEST2009-11-6 22:35 - jjdkkdslsdkjf99 - CFA、CVA、FRM等金融考证论坛
0 个回复 - 1125 次查看 WHY BANKS FAILED THE STRESS TEST2009-11-6 22:35 - jjdkkdslsdkjf99 - CFA、CVA、FRM等金融考证论坛
[求助]求Elsevier出版的《Stress Testing for Risk Control Under Basel II》
2 个回复 - 2398 次查看 Elsevier出版的《Stress Testing for Risk Control Under Basel II》一书，作者Dimitris N. Chorafas，哪位老师同学有，请给我发一份吧，谢谢！gnzemail@163.com. 或发个出售贴吧，谢谢！2008-7-14 10:38 - hpgnz - 文献求助专区
2 个回复 - 2398 次查看 Elsevier出版的《Stress Testing for Risk Control Under Basel II》一书，作者Dimitris N. Chorafas，哪位老师同学有，请给我发一份吧，谢谢！gnzemail@163.com. 或发个出售贴吧，谢谢！2008-7-14 10:38 - hpgnz - 文献求助专区
[求助]请问如何计算stress test?
7 个回复 - 5402 次查看 就是金融压力测试...请推荐几篇文章吧,要有详细公式的谢谢!2007-10-16 04:05 - stonexu1984 - 计量经济学与统计软件
7 个回复 - 5402 次查看 就是金融压力测试...请推荐几篇文章吧,要有详细公式的谢谢!2007-10-16 04:05 - stonexu1984 - 计量经济学与统计软件
