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Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
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Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (2010)Coherent Stress Testing: A Bayesian Appro…MODEL UNCERTAINTY AND SCENARIO AGGREGATION (2015)MODEL UNCERTAINTY AND SCENARI…Model Risk and Power Plant Valuation (2013)Model Risk and Power Plant Va…Stress Testing Banks (2012)Stress Testing BanksValue At Risk: The New Benchmark for Managing Financial Risk (2000)Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Diversification in Banking: Is Noninterest Income the Answer? (2004)Bank Recapitalization and the Information Value of a Stress Test in a Crisis (2012)Supervisory Sentiment: Evidence from Stress Test Disclosures (2015)Risk, Uncertainty and Profit (1921)Coherent Measures of Risk (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Speculative Trading of Electricity Contracts in Interconnected Locations (2016)Conditional value-at-risk for general loss distributions (2002)Robustness and sensitivity analysis of risk measurement procedures (2010)Stochastic Finance (2011)Machine Learning With Kernels for Portfolio Valuation and Risk Management (2019)
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  • 2015MODEL UNCERTAINTY AND SCENARIO AGGREGATION39 cited
  • 2012Stress Testing Banks23 cited
  • 2013Model Risk and Power Plant Valuation16 cited

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