Designing Stress Scenarios
Year of publication: |
April 2022
|
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Authors: | Parlatore, Cecilia ; Philippon, Thomas |
Institutions: | National Bureau of Economic Research (issuing body) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Bankenaufsicht | Banking supervision | Stresstest | Stress test | Szenariotechnik | Scenario analysis | Zustandsraummodell | State space model |
Extent: | 1 Online-Ressource illustrations (black and white) |
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Series: | NBER working paper series ; no. w29901 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w29901 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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