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Deutsche Bank AG - Risk Management
in Total Papers Citations
Stress testing, risk management, correlation, normal variance mixture distribution, multivariate normal distribution, multivariate t-distribution
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: MAFI.pdf
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stress testing, risk management, correlation, normal variance mixture distribution, multivariate normal distribution, multivariate t‐distribution
Stress testing, credit portfolio models
financial risk management, credit portfolio modelling, stress testing, elliptic distribution, max-domain
File name: mafi.pdf
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3194222.pdf
operational risk, loss distribution approach (LDA), exposure, factor model, litigation risk.
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