The calibration of initial shocks in bank stress test scenarios : an outlier detection based approach
Olivier Darné, Guy Levy-Rueff, Adrian Pop
| Year of publication: |
2024
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|---|---|
| Authors: | Darné, Olivier ; Levy-Rueff, Guy ; Pop, Adrian |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 136.2024, Art.-No. 106744, p. 1-11
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| Subject: | Financial crises | Macroprudential regulation | Stress scenarios | Stress testing | Finanzkrise | Financial crisis | Bankenaufsicht | Banking supervision | Finanzmarktaufsicht | Financial supervision | Bankenregulierung | Bank regulation | Bankenkrise | Banking crisis | Stresstest | Stress test | Bankrisiko | Bank risk | Theorie | Theory | Frühwarnsystem | Early warning system | Szenariotechnik | Scenario analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106744 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549168