Scenarios and their Aggregation in the Regulatory Risk Measurement Environment
Risk Management
2012-09-05 v1
Abstract
We define scenarios, propose different methods of aggregating them, discuss their properties and benchmark them against quadrant requirements.
Keywords
Cite
@article{arxiv.1209.0646,
title = {Scenarios and their Aggregation in the Regulatory Risk Measurement Environment},
author = {Andreas Haier and Thorsten Pfeiffer},
journal= {arXiv preprint arXiv:1209.0646},
year = {2012}
}
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