The Impact of Macro Systematic Shocks on the Non-Performing Loans: Multivariate Stochastic Volatility Model-Reference-Cited by-同舟云学术

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The Impact of Macro Systematic Shocks on the Non-Performing Loans: Multivariate Stochastic Volatility Model

Published:2021-12-01 Issue:3 Volume:26 Page:49-74
ISSN:2251-9092
Container-title:The Journal of Planning and Budgeting
language:fa
Short-container-title:JPBUD

Author:

Bastanzad Hossein,Davoudi Pedram, ,

Publisher

CMV Verlag

Link

https://jpbud.ir/article-1-2012-en.pdf

Reference28 articles.

1. A theory of systemic risk and design of prudential bank regulation

2. Testing macroprudential stress tests: The risk of regulatory risk weights

3. Basel Committee on Banking Supervision (2009). Principles for Sound Stress Testing Practices and Supervision. Bank for International Settlements, Basel.

4. Basel Committee on Banking Supervision (2017), Supervisory and Bank Stress Testing: Range of Practices. Bank for International Settlements, Basel.

5. Basel Committee on Banking Supervision (2021). Instructions for Basel III Monitoring. Bank for International Settlements, Basel.

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Assessing the Effects of Financial Inclusion on Financial Stability in Iran and Selected Islamic Countries;The Journal of Planning and Budgeting;2023-03-01

2. The Effect of Income Inequality on the Probability of Banking Tensions in Iran;The Journal of Planning and Budgeting;2022-09-01

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