A risk management perspective on macroprudential policy
Year of publication: |
[2021]
|
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Authors: | Chavleishvili, Sulkhan ; Fahr, Stephan ; Kremer, Manfred ; Manganelli, Simone ; Schwaab, Bernd |
Publisher: |
Frankfurt am Main, Germany : European Central Bank |
Subject: | Growth-at-risk | stress testing | quantile vector autoregression | financial conditions | macroprudential policy | Finanzmarktaufsicht | Financial supervision | Risikomanagement | Risk management | VAR-Modell | VAR model | Systemrisiko | Systemic risk | Stresstest | Stress test | Stabilisierungspolitik | Stabilization policy |
Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
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Series: | Working paper series / European Central Bank. - Frankfurt, M. : European Central Bank, ISSN 1725-2806, ZDB-ID 2123559-4. - Vol. no 2556 (May 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-92-899-4556-1 |
Other identifiers: | 10.2866/006638 [DOI] 10.2866/19326 [DOI] hdl:10419/237695 [Handle] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; C33 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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