Model-based approach for scenario design: stress test severity and banks' resiliency
Author:
Affiliation:
1. Centre for Health Economics, University of Gothenburg, Gothenburg, Sweden
2. Prometeia SpA, Bologna, Italy
3. Department of Management, University of Bologna, Bologna, Italy
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2022.2090420
Reference51 articles.
1. Testing macroprudential stress tests: The risk of regulatory risk weights
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