Macro credit risk stress testing in Tanzanian banking sector : a global vector autoregressive (GVAR) approach
Khadijah Jumanne Kishimba, Joseph Olorunfemi Akande and Paul-Francois Muzindutsi
| Year of publication: |
2024
|
|---|---|
| Authors: | Kishimba, Khadijah Jumanne ; Akande, Joseph Olorunfemi ; Muzindutsi, Paul-Francois |
| Published in: |
Journal of African business. - Philadelphia, PA : Routledge, Taylor & Francis Group, ISSN 1522-9076, ZDB-ID 2112760-8. - Vol. 25.2024, 3, p. 531-554
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| Subject: | banking sector | credit risk | global shock | GVAR | macro stress test | Tanzania | Kreditrisiko | Credit risk | Tansania | Schock | Shock | VAR-Modell | VAR model | Stresstest | Stress test | Welt | World | Kreditgeschäft | Bank lending | Bankrisiko | Bank risk | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Finanzsektor | Financial sector | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15228916.2023.2215579 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015049510