Financial risk management : applications in market, credit, asset and liability management and firmwide risk - Skoglund, Jimmy, 1971-; Chen, Wei, 1968 November 10- (Hoboken, New Jersey : John Wiley & Sons, Inc., 2015)
''Chapter 8: Firmwide Risk Aggregation''''Correlated Aggregation and Firmwide Risk Levels'';''Mixed Copula Aggregation'';''Capital Allocation in Risk Aggregation'';''Risk Aggregation and Regulation'';''Chapter 9: Firmwide Scenario Analysis and Stress Testing'';''Firmwide Scenario Model Approaches'';''Firmwide Risk Capital Measures'';''Regulatory Stress Scenario Approach'';''The Future of Firmwide Stress Testing'';''References'';''Index'';''End User License Agreement''
Includes bibliographical references and index.
Description based on print version record and CIP data provided by publisher.
Keywords: Financial institutions -- Risk management; Banks and banking -- Risk management; Financial risk management; Electronic books