Non-Linearities, Model Uncertainty, and Macro Stress Testing
Year of publication: |
2008
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Authors: | Misina, Miroslav ; Tessier, David |
Institutions: | Bank of Canada |
Subject: | Financial stability |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 34 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation |
Source: |
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Non-linearities, model uncertainty, and macro stress testing
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