How to Find Plausible, Severe and Useful Stress Scenarios

B-Tier

Journal: International Journal of Central Banking

Year: 2009

Volume: 5

Issue: 3

Pages: 205-224

Authors (4)

Thomas Breuer (not in RePEc) Martin Jandacka (not in RePEc) Klaus Rheinberger (Fachhochschule Vorarlberg, For...) Martin Summer (Oesterreichische Nationalbank)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

We give a precise operational definition to three requirements the Basel Committee on Banking Supervision specifies for