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An international survey of stress tests

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Author Info

  • Ingo Fender
  • Michael S. Gibson
  • Patricia C. Mosser
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    Abstract

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    Bibliographic Info

    Article provided by Federal Reserve Bank of New York in its journal Current Issues in Economics and Finance.

    Volume (Year): (2001)
    Issue (Month): Nov ()
    Pages:
    Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
    Handle: RePEc:fip:fednci:y:2001:i:nov:n:v.7no.10

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    Related research

    Keywords: Risk management ; Risk assessment ; Financial services industry;

    References

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    1. Darryll Hendricks, 1996. "Evaluation of value-at-risk models using historical data," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 39-69.
    2. Darryll Hendricks, 1996. "Evaluation of value-at-risk models using historical data," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 334-362.
    3. Bank for International Settlements, 2000. "Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues," CGFS Papers, Bank for International Settlements, number 14.
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    Cited by:
    1. Martin Cihak, 2004. "Stress Testing: A Review of Key Concepts," Research and Policy Notes 2004/02, Czech National Bank, Research Department.

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