Stress testing and calibration of macroprudential policy tools
Year of publication: |
2020
|
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Authors: | Górnicka, Lucyna ; Valderrama, Laura |
Publisher: |
[Washington, DC] : International Monetary Fund |
Subject: | stress testing | systemic risk | mortgage risk | calibration | simulation | macroprudential policy | Finanzmarktaufsicht | Financial supervision | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Bankenaufsicht | Banking supervision | Hypothek | Mortgage | Finanzkrise | Financial crisis | Stresstest | Stress test | Bankrisiko | Bank risk | Simulation | Basler Akkord | Basel Accord | Bankenregulierung | Bank regulation | Bankenkrise | Banking crisis |
Extent: | 1 Online-Ressource (circa 55 Seiten) Illustrationen |
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Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. WP/20, 165 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-1-5135-5447-1 |
Other identifiers: | 10.5089/9781513554471.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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