Now it is time to encourage the BIS and other regulatory bodies to support studies on stress-test and concentration methodologies. Planning for crises is more important than VAR analysis.


American Economic Review (May 2000)


Now it is time to encourage the BIS and other regulatory bodies to support studies on stress-test and concentration methodologies. Planning for...

Now it is time to encourage the BIS and other regulatory bodies to support studies on stress-test and concentration methodologies. Planning for...

Now it is time to encourage the BIS and other regulatory bodies to support studies on stress-test and concentration methodologies. Planning for...

Now it is time to encourage the BIS and other regulatory bodies to support studies on stress-test and concentration methodologies. Planning for...