Macro stress testing the U.S. banking system
Year of publication: |
May 2018
|
---|---|
Authors: | Kanas, Angelos ; Molyneux, Philip |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 54.2018, p. 204-227
|
Subject: | Macro stress tests | Additive semi-parametric quantiles | Non-performing loans | Simulations | Probability of default | Kreditrisiko | Credit risk | Simulation | Finanzkrise | Financial crisis | USA | United States | Bankrisiko | Bank risk | Notleidender Kredit | Non-performing loan | Finanzsektor | Financial sector | Finanzsystem | Financial system | Nichtparametrisches Verfahren | Nonparametric statistics | Stresstest | Stress test |
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