Title of article
From value at risk to stress testing: The extreme value approach
Author/Authors
François M. Longin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
34
From page
1097
To page
1130
Keywords
Extreme value theory , Financial regulation , Financialcrises , value at risk , StresstestingJournal of Banking & Finance 24 (2000) 1097±1130www.elsevier.com/locate/econbase , Measure of risk , Capital requirements , Aggregation of risks , Risk management
Journal title
Journal of Banking and Finance
Serial Year
2000
Journal title
Journal of Banking and Finance
Record number
193196
Link To Document