A Factor-Model Approach for Correlation Scenarios and Correlation Stress-Testing

SSRN Electronic Journal ◽

10.2139/ssrn.3210562 ◽

2018 ◽

Author(s):

Natalie Packham ◽

Carl Woebbeking

Keyword(s):

Stress Testing ◽

Factor Model ◽

Model Approach

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A factor-model approach for correlation scenarios and correlation stress testing

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2019.01.020 ◽

2019 ◽

Vol 101 ◽

pp. 92-103 ◽

Cited By ~ 2

Author(s):

N. Packham ◽

C.F. Woebbeking

Keyword(s):

Stress Testing ◽

Factor Model ◽

Model Approach

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Personality and Subclinical Psychopathy: A Five-Factor Model Approach

PsycEXTRA Dataset ◽

10.1037/e509302012-001 ◽

2011 ◽

Author(s):

Joao P. Oliveira

Keyword(s):

Factor Model ◽

Five Factor Model ◽

Model Approach

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Stress testing a retail loan portfolio: an error correction model approach

The Journal of Risk Model Validation ◽

10.21314/jrmv.2012.082 ◽

2012 ◽

Vol 6 (1) ◽

pp. 3-25 ◽

Cited By ~ 4

Author(s):

Steeve Assouan

Keyword(s):

Error Correction ◽

Stress Testing ◽

Error Correction Model ◽

Loan Portfolio ◽

Correction Model ◽

Model Approach

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Calculating Systemic Risk Capital Requirements: A Factor Model Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2432947 ◽

2014 ◽

Author(s):

Panagiotis Avramidis ◽

Fotios Pasiouras

Keyword(s):

Systemic Risk ◽

Factor Model ◽

Capital Requirements ◽

Risk Capital ◽

Model Approach

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A dynamic factor model approach to incorporate Big Data in state space models for official statistics

Journal of the Royal Statistical Society Series A (Statistics in Society) ◽

10.1111/rssa.12626 ◽

2020 ◽

Author(s):

Caterina Schiavoni ◽

Franz Palm ◽

Stephan Smeekes ◽

Jan van den Brakel

Keyword(s):

Big Data ◽

State Space ◽

Factor Model ◽

State Space Models ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Official Statistics ◽

Model Approach

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How Does China's Tight Monetary Policy Affect the Inflation: A Structural Dynamic Factor Model Approach

2011 Fourth International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2011.67 ◽

2011 ◽

Author(s):

Bianling Ou ◽

Mingxi Wang ◽

Mingrong Wang

Keyword(s):

Monetary Policy ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Structural Dynamic ◽

Model Approach

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Real-time GDP forecasting for Japan: A dynamic factor model approach

Journal of the Japanese and International Economies ◽

10.1016/j.jjie.2014.05.005 ◽

2014 ◽

Vol 34 ◽

pp. 116-134 ◽

Cited By ~ 4

Author(s):

Satoshi Urasawa

Keyword(s):

Real Time ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Model Approach

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House Price Synchronization and Financial Openness: A Dynamic Factor Model Approach

IMF Working Papers ◽

10.5089/9781484378243.001 ◽

2018 ◽

Vol 18 (209) ◽

pp. 1

Author(s):

Mitsuru Katagiri

Keyword(s):

Factor Model ◽

House Price ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Financial Openness ◽

Model Approach

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A multivariate spatio-temporal model of the opioid epidemic in Ohio: a factor model approach

Health Services and Outcomes Research Methodology ◽

10.1007/s10742-020-00227-3 ◽

2020 ◽

Author(s):

David Kline ◽

Yixuan Ji ◽

Staci Hepler

Keyword(s):

Factor Model ◽

Opioid Epidemic ◽

Temporal Model ◽

Spatio Temporal ◽

Model Approach

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Personality and Subclinical Psychopathy: A Five-Factor Model Approach

PsycEXTRA Dataset ◽

10.1037/e676392012-208 ◽

2011 ◽

Author(s):

J. P. Oliveira

Keyword(s):

Factor Model ◽

Five Factor Model ◽

Model Approach

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