Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Dubecq, Simon"'
Autor:
Dubecq, Simon
La première partie de cette thèse introduit une nouvelle méthodologie pour la réalisation d’exercices de stress-tests. Notre approche permet de considérer des scénarios de stress beaucoup plus riches qu’en pratique, qui évaluent l’impact
Externí odkaz:
http://www.theses.fr/2013PA090001/document
Publikováno v:
In Journal of Banking and Finance July 2016 68:29-46
Publikováno v:
International Journal of Central Banking, 11(1), 71-101 (2015-01)
International Journal of Central Banking
International Journal of Central Banking, Bank for International Settlements, 2015, 11 (1), pp.1-31. ⟨10.2139/ssrn.2008132⟩
International Journal of Central Banking, Bank for International Settlements, 2015, pp.1-31
International Journal of Central Banking
International Journal of Central Banking, Bank for International Settlements, 2015, 11 (1), pp.1-31. ⟨10.2139/ssrn.2008132⟩
International Journal of Central Banking, Bank for International Settlements, 2015, pp.1-31
International audience; We construct a model where risk shifting can be moderated by capital requirements. Imperfect information about the level of capital per unit of risk, however, introduces uncertainty about the risk exposure of intermediaries. O
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::bde3a954fe0d67e44df972129a093c82
https://spire.sciencespo.fr/hdl:/2441/4901esivjh9o4b9spo98etscoh
https://spire.sciencespo.fr/hdl:/2441/4901esivjh9o4b9spo98etscoh
Autor:
Dubecq, Simon
Publikováno v:
General Mathematics [math.GM]. Université Paris Dauphine-Paris IX, 2013. English. ⟨NNT : 2013PA090001⟩
In the first part of this thesis, we introduce a new methodology for stress-test exercises. Our approach allows to consider richer stress-test exercises, which assess the impact of a modification of the whole distribution of asset prices’ factors,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::e68af271e631aad87d8f00811cd9d5cc
https://tel.archives-ouvertes.fr/tel-00871760/file/Dubecq.pdf
https://tel.archives-ouvertes.fr/tel-00871760/file/Dubecq.pdf