Stress testing with incomplete data: a practical guide
In: Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008
No abstract is available for this item.
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- Michael G. Papaioannou, 2006.
"Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms,"
South-Eastern Europe Journal of Economics,
Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 4(2), pages 129-146.
- Michael G. Papaioannou, 2006. "Exchange Rate Risk Measurement and Management; Issues and Approaches for Firms," IMF Working Papers 06/255, International Monetary Fund.
- Andre O Santos & Jorge A Chan-Lau, 2006. "Currency Mismatches and Corporate Default Risk; Modeling, Measurement, and Surveillance Applications," IMF Working Papers 06/269, International Monetary Fund.
- Jorge A Chan-Lau & Srobona Mitra & Li L Ong, 2007. "Contagion Risk in the International Banking System and Implications for London As a Global Financial Center," IMF Working Papers 07/74, International Monetary Fund.
- Andreas Jobst, 2007. "Consistent Quantitative Operational Risk Measurement and Regulation; Challenges of Model Specification, Data Collection and Loss Reporting," IMF Working Papers 07/254, International Monetary Fund.
- Ingo Fender & Michael S. Gibson & Patricia C. Mosser, 2001. "An international survey of stress tests," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 7(Nov). Full references (including those not matched with items on IDEAS)
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