A macro stress testing framework for assessing systemic risks in the banking sector
Year of publication: |
2013-10
|
---|---|
Authors: | Henry, Jérôme ; Kok, Christoffer ; Amzallag, Adrien ; Baudino, Patrizia ; Cabral, Inês ; Grodzicki, Maciej ; Gross, Marco ; Halaj, Grzegorz ; Kolb, Markus ; Leber, Miha ; Pancaro, Cosimo ; Sydow, Matthias ; Vouldis, Angelos ; Zimmermann, Maik ; Zochowski, Dawid |
Institutions: | European Central Bank |
Subject: | banking sector | financial crisis | macro stress test | macro-prudential policy | Systemic risk |
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