Optimal stress tests and liquidation cost
Year of publication: |
2023
|
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Authors: | Gu, Jiadong |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 146.2023, p. 1-26
|
Subject: | Banking | Stress test | Bayesian persuasion | Information design | Liquidation cost | Bankenliquidität | Bank liquidity | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Stresstest | Risikomanagement | Risk management | Spieltheorie | Game theory |
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