Coherent Stress Testing: A Bayesian Approach to Scenario Analysis and Stress Testing

2011 ◽  
Author(s):  
Max Berre ◽  
Kevin Hoefman
Keyword(s):  
Bayesian Approach ◽  
Scenario Analysis ◽  
Stress Testing

scholarly journals Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market

Energy ◽  
2021 ◽  
Vol 214 ◽  
pp. 118796 ◽  
Author(s):  
Sjur Westgaard ◽  
Stein-Erik Fleten ◽  
Ahlmahz Negash ◽  
Audun Botterud ◽  
Katinka Bogaard ◽  
...  
Keyword(s):  
Quantile Regression ◽  
Scenario Analysis ◽  
Electricity Market ◽  
Stress Testing

Stress testing and model validation: application of the Bayesian approach to a credit risk portfolio

2015 ◽  
Vol 9 (3) ◽  
pp. 41-70 ◽  
Author(s):  
Michael Jacobs Jr. ◽  
Ahmet K. Karagozoglu ◽  
Frank J. Sensenbrenner
Keyword(s):  
Credit Risk ◽  
Model Validation ◽  
Bayesian Approach ◽  
Stress Testing ◽  
The Bayesian Approach

scholarly journals A stress testing scenario analysis for house prices: an application to the Greek market

2017 ◽  
Author(s):  
Dimitrios Andritsos ◽  
Michael Doumpos ◽  
Dimitrios Papastamos ◽  
Constantin Zopounidis
Keyword(s):  
Scenario Analysis ◽  
Stress Testing ◽  
House Prices
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