Approaches to stress testing for regulatory purposes by institutions using the IRBA method
[Konstrukce stres testu pro regulatorní účely modelem VEC]
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DOI: 10.18267/j.cfuc.512
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More about this item
Keywords
Stress test; Retail clients; VECM; IRBA; Stres test; Retail klientela;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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