结果：找到“risk stress testing”相关内容16个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Stress Testing and Risk Integration in Banks: A Statistical Framework and Prac
70 个回复 - 8200 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 - 8200 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
求：Risk Contributions, Information and Reverse Stress Testing
2 个回复 - 717 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 - 717 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
Stress Testing for Risk Control Under Basel II
11 个回复 - 3895 次查看 2010-9-12 09:11 - stjack - 金融学（理论版）
11 个回复 - 3895 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 - 4184 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 - 4184 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 - 2180 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 - 2180 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）
Some good references for Credit Risk Modeling, Monitoring and Stress Testing
4 个回复 - 2781 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 - 2781 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
The Role of Stress Testing in Credit Risk Management
1 个回复 - 1395 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 - 1395 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
Macroprudential Stress Testing of Credit Risk
2 个回复 - 965 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 - 965 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
Springer-Basel II Risk Parameters-Estimation,Validation and Stress Testing
6 个回复 - 3071 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 - 3071 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
Bank Risk Management with Value-at-Risk and Stress Testing
3 个回复 - 2466 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 - 2466 次查看 Bank Risk Management with Value-at-Risk and Stress Testing2009-12-18 20:36 - fulei2007 - 论文版
求书Stress Testing and Risk Integration in Banks: A Statistical Framework and Pr
0 个回复 - 1220 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 - 1220 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
[求助]求书《Stress Testing for Risk Control Under Basel II》
1 个回复 - 2458 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 - 2458 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）
求书：Stress Testing for Risk Control Under Basel II
4 个回复 - 1614 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 - 1614 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
[求助]求Elsevier出版的《Stress Testing for Risk Control Under Basel II》
2 个回复 - 2410 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 - 2410 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
