Macro Stress-Testing on the Loan Portfolio of Japanese Banks
Year of publication: |
2009-03
|
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Authors: | Otani, Akira ; Shiratsuka, Shigenori ; Tsurui, Ryoko ; Yamada, Takeshi |
Institutions: | Bank of Japan |
Subject: | Macro Stress-Testing | Credit Risk | Transition Matrix | Robustness of Financial System |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 09-E-1 |
Classification: | C51 - Model Construction and Estimation ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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