A model of system-wide stress simulation : market-based finance and the Covid-19 event
Year of publication: |
[2022]
|
---|---|
Authors: | Di Iasio, Giovanni ; Alogoskoufis, Spyridon ; Kordel, Simon ; Kryczka, Dominika ; Nicoletti, Giulio ; Vause, Nicholas |
Publisher: |
[Rom] : Banca d'Italia |
Subject: | Systemic risk | market-based finance | stress testing | Covid-19 | Coronavirus | Systemrisiko | Simulation | Finanzmarkt | Financial market | Risikomanagement | Risk management | Welt | World | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
---|---|
Series: | Questioni di economia e finanza. - Roma, ZDB-ID 2265695-9. - Vol. number 687 (April 2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.32057/0.QEF.2022.0687 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A model of system-wide stress simulation : market-based finance and the Covid-19 event
Di Iasio, Giovanni, (2022)
-
Aikman, David, (2019)
-
Macrofinancial stress testing : incorporating systemic risk perspectives into a stress framework
Oura, Hiroko, (2014)
- More ...
-
A model of system-wide stress simulation: Market-based finance and the Covid-19 event
Di Iasio, Giovanni, (2022)
-
A model of system-wide stress simulation : market-based finance and the Covid-19 event
Di Iasio, Giovanni, (2022)
-
A model of system-wide stress simulation : market-based finance and the Covid-19 event
di Iasio, Giovanni, (2022)
- More ...