Predicting the stressed expected loss of large U.S. banks
Eric Jondeau, Amir Khalilzadeh
| Year of publication: |
2022
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|---|---|
| Authors: | Jondeau, Eric ; Khalilzadeh, Amir |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 134.2022, p. 1-20
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| Subject: | Capital shortfall | Multifactor model | Stress test | Systemic risk | USA | United States | Prognoseverfahren | Forecasting model | Systemrisiko | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Stresstest | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106321 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013400099