Stress testing for risk control under Basel II

Chorafas, Dimitris N.

Stress testing for risk control under Basel II [electronic resource] / Dimitris N. Chorafas. - 1st ed. - Oxford ; Burlington, MA : Butterworth-Heinemann, 2007. - xxiii, 330 p. : ill. - Elsevier finance . - Elsevier finance. .

Includes index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.




Financial risk management.
Risk management.


Electronic books.

HD61 / .C446 2007eb