IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789814354998_0010.html
   My bibliography  Save this book chapter

A New Method Of Stress Testing Investment Products

In: The Risk Of Investment Products From Product Innovation to Risk Compliance

Author

Listed:
  • Maria Beitz
  • Matthias Ehrhardt

Abstract

The following sections are included:INTRODUCTIONBASICS OF RISK MANAGEMENTSTRESS TESTS: AN OVERVIEW OF TYPICAL METHODSMACROECONOMIC STRESS TESTSSHIFTING MIGRATION MATRICESSTRESS TESTS BY MEANS OF THE PEAKS-OVER-THRESHOLD METHODCONCLUSIONREFERENCES

Suggested Citation

  • Maria Beitz & Matthias Ehrhardt, 2011. "A New Method Of Stress Testing Investment Products," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 10, pages 225-240, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814354998_0010
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789814354998_0010
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789814354998_0010
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kleszcz Klaudia & Nehrebecka Natalia, 2020. "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Sciendo, vol. 7(54), pages 12-32, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789814354998_0010. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.