EXTREME VALUE THEORY AND APPLICATION TO MARKET SHOCKS FOR STRESS TESTING AND EXTREME VALUE AT RISK

• By Admin
• March 25, 2015
• Comments Off on EXTREME VALUE THEORY AND APPLICATION TO MARKET SHOCKS FOR STRESS TESTING AND EXTREME VALUE AT RISK

Economic Capital is highly critical to banks (as well as central bankers and financial regulators who monitor banks) as it links a bank’s earnings and returns on investment tied to risks … Continue Reading →