Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
Amid instability of financial markets and macroeconomic situation the necessity of improving bank risk-management instrument arises. New economic reality defines the need for searching for more advanced approaches of estimating banks vulnerability to exceptional, but plausible events. Stress-testing...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MGIMO University Press
2015-08-01
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| Series: | Vestnik MGIMO-Universiteta |
| Subjects: | |
| Online Access: | https://www.vestnik.mgimo.ru/jour/article/view/401 |
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