Backtesting macroprudential stress tests
Year of publication: |
[2020]
|
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Authors: | Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio |
Publisher: |
Frankfurt am Main : Deutsche Bundesbank |
Subject: | systemic risk | fire sales | price-mediated contagion | common asset holdings | Stresstest | Stress test | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | Ansteckungseffekt | Contagion effect | Finanzmarktaufsicht | Financial supervision | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
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Series: | Discussion paper. - Frankfurt am Main : Deutsche Bundesbank, ISSN 2941-7503, ZDB-ID 2660941-1. - Vol. no 2020, 45 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-3-95729-754-9 ; 978-3-95729-753-2 |
Other identifiers: | hdl:10419/222940 [Handle] |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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