Stress testing: conservative calibration and regular verification
| Author(s): | doc. PhDr. Adam Geršl Ph.D., PhDr. Jakub Seidler Ph.D., |
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| 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 |
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| 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: |
