Backtesting macroprudential stress tests
Year of publication: |
2020
|
---|---|
Authors: | Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | systemic risk | fire sales | price-mediated contagion | common asset holdings |
Series: | Deutsche Bundesbank Discussion Paper ; 45/2020 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-754-9 |
Other identifiers: | 1727030516 [GVK] hdl:10419/222940 [Handle] RePEc:zbw:bubdps:452020 [RePEc] |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice |
Source: |
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Backtesting macroprudential stress tests
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