Back-testing Bank Stress Tests

Tuesday 22 November 2016 at 10:00 am : Pierre Pessarossi (ACPR)

Discussant : Sylvain Benoit (Université Paris-Dauphine)
 

Download the PDF version of this document

publication
Back-testing Bank Stress Tests
  • Published on 11/22/2016
  • FR
  • PDF (661.43 KB)
Download (FR)

Updated on: 06/07/2018 15:12