The proposed BESST approach provides bank stress testing stakeholders an effective method for modeling and analyzing financial crisis scenarios that are rare ...
Ontology-Based Stress Testing Scenario Modeling. 4.1. Event-Driven Scenario Model. A stress testing scenario is a sequence of events. The events represent the ...
Stress Testing of Real Estate Development Loan Risk for Banking Institutions · Economics, Business. Academic Journal of Business & Management · 2021.
The 2008 banking crisis demonstrated that there is a lack of effective methods for modeling and analyzing "exceptional but plausible" risk scenarios in bank ...
In general, this research has provided the bank stress testing stakeholders a novel approach for modeling and analyzing the rare risk events and their dynamic ...
2014/01/15 · The proposed BESST approach provides bank stress testing stakeholders an effective method for modeling and analyzing financial crisis scenarios ...
The 2008 banking crisis demonstrated that there is a lack of effective methods for modeling and analyzing. “exceptional but plausible” risk scenarios in ...
In general, this research has provided the bank stress testing stakeholders a novel approach for modeling and analyzing the rare risk events and their dynamic ...
Ontology-based scenario modeling and analysis for bank stress testing · Banking Event Modeling and Simulation in Scenario-Oriented Stress Testing · Banking ...
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Ontology-based scenario modeling and analysis for bank stress testing. D Hu, J Yan, JL Zhao, Z Hua. Decision Support Systems 63, 81-94, 2014. 29, 2014.