Publication detail

Stress testing: conservative calibration and regular verification

Author(s): doc. PhDr. Adam Geršl Ph.D.,
PhDr. Jakub Seidler Ph.D.,
Type: Article in collection
Year: 2010
Number: 0
ISSN / ISBN: 978-1-935494-18-8
Published in: Proceedings of the 2nd International Conference on Business and Economy
Publishing place: New York, Addleton Academic Publishers
Keywords:
JEL codes:
Suggested Citation:
Grants: GACR 403/10/1235 (2010-2014) Institutional Responses to Financial Market Failures GAUK 2009/47509 Decomposition of securities' market prices into risk parameters
Abstract:

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