Calibrating initial shocks in bank stress test scenarios : an outlier detection based approach
Year of publication: |
2013
|
---|---|
Authors: | Darné, Olivier ; Levy-Rueff, Guy ; Pop, Adrian |
Publisher: |
Paris : Banque de France |
Subject: | Finanzkrise | Financial crisis | Bankenregulierung | Bank regulation | Bankenaufsicht | Banking supervision | Theorie | Theory |
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