Can we take the "stress" out of stress testing? : applications of generalized structural equation modeling to consumer finance

José J. Canals-Cerdá

Year of publication:	January 2021
Authors:	Canals-Cerdá, José J.
Publisher:	Philadelphia, PA : Research Department, Federal Reserve Bank of Philadelphia
Subject:	GSEM \| stress test \| CCAR \| CECL \| credit risk \| regulatory capital \| allowances \| mortgages \| Kreditrisiko \| Credit risk \| Stresstest \| Stress test \| Hypothek \| Mortgage \| Bankrisiko \| Bank risk \| Basler Akkord \| Basel Accord

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