Showing 1 - 3 of 3
We develop a novel stress-test framework to monitor systemic risk in financial systems. The modular structure of the framework allows to accommodate for a variety of shock scenarios, methods to estimate interbank exposures and mechanisms of distress propagation. The main features are as follows....
Persistent link: https://www.econbiz.de/10014137681
Persistent link: https://www.econbiz.de/10011626797
Persistent link: https://www.econbiz.de/10011471209