Chapter: Deconstructing Systemic Risk: A Reverse Stress Testing Approach

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Home > Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 > Deconstructing Systemic Risk: A Reverse Stress Testing Approach

Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 |

Marco Corazza; Manfred Gilli; Cira Perna; Claudio Pizzi; Marilena Sibillo

Springer International Publishing

Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020

Deconstructing Systemic Risk: A Reverse Stress Testing Approach

Chapter Info

Authors

Javier Ojea-Ferreiro

ARI Id

1665355601946_6070497

Access

Not Available Free

Pages

369-375

DOI

10.1007/978-3-030-78965-7_54

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-030-78965-7_54

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