A macro stress test model of credit risk for the Brazilian banking sector
Francisco Vazquez; Benjamin M. Tabak; Marcos Souto
| Alternative title: | The financial crisis of 2008, credit markets and effects on developed and emerging |
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| Year of publication: |
2012
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| Authors: | Vázquez, Francisco ; Tabak, Benjamin Miranda ; Souto, Marcos Rietti |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 8.2012, 2, p. 69-83
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| Subject: | Banking system | Stress tests | Financial crisis | Credit risk | Kreditrisiko | Finanzkrise | Brasilien | Brazil | Bank | Bankrisiko | Bank risk | Finanzsystem | Financial system |
| Extent: | graph. Darst. |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009655678