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Stress testing and risk integration in banks :

Bellini, Tiziano,

Stress testing and risk integration in banks : a statistical framework and practical software guide (in Matlab and R) / Tiziano Bellini. - UK Academic Press 2017 - xvii, 297 pages : illustrations ; 23 cm

Includes bibliographical references and index.

ISBN: 9780128035900 0128035900

LCCN: 2017288345

Subjects--Topical Terms:
Banks and banking--Data processing.
Banks and banking--Data processing.

LC Class. No.: HG1709 / .B45 2017

Dewey Class. No.: 332.10285 / 43169

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