Macroprudential stress‑test models : a survey
David Aikman, Daniel Beale, Adam Brinley-Codd, Giovanni Covi, Anne-Caroline Hüser and Caterina Lepore
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Aikman, David ; Beale, Daniel ; Brinley-Codd, Adam ; Covi, Giovanni ; Hüser, Anne-Caroline ; Lepore, Caterina |
| Publisher: |
London : Bank of England |
| Subject: | Stress testing | system‑wide models | contagion | systemic risk | market‑basedfinance | real‑financial linkages | sectoral interlinkages | macroprudential policy | Finanzmarktaufsicht | Financial supervision | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Bankenaufsicht | Banking supervision | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Stresstest | Stress test | Ansteckungseffekt | Contagion effect | Bankenkrise | Banking crisis | Theorie | Theory |
freely available
| Extent: | 1 Online-Ressource (circa 61 Seiten) Illustrationen |
|---|---|
| Series: | Staff working papers / Bank of England. - London : [Verlag nicht ermittelbar], ZDB-ID 2833500-4. - Vol. no. 1037 (August 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014373739