Reverse stress testing : scenario design for macroprudential stress tests
Michel Baes, Eric Schaanning
| Year of publication: |
2023
|
|---|---|
| Authors: | Baes, Michel ; Schaanning, Eric |
| Subject: | contagion | financial stability | fire sales | optimal deleveraging | reverse stress testing | stress scenario design | stress testing | systemic risk | Stresstest | Stress test | Finanzkrise | Financial crisis | Bankenaufsicht | Banking supervision | Bankrisiko | Bank risk | Systemrisiko | Systemic risk | Risikomanagement | Risk management | Bankenkrise | Banking crisis | Kreditrisiko | Credit risk | Finanzmarktaufsicht | Financial supervision | Szenariotechnik | Scenario analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12373 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278668