Reverse stress testing : scenario design for macroprudential stress tests
Michel Baes, Eric Schaanning
| Year of publication: |
2023
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|---|---|
| Authors: | Baes, Michel ; Schaanning, Eric |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 2, p. 209-256
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| Subject: | contagion | financial stability | fire sales | optimal deleveraging | reverse stress testing | stress scenario design | stress testing | systemic risk | Bankenaufsicht | Banking supervision | Finanzkrise | Financial crisis | Stresstest | Stress test | Risikomanagement | Risk management | Systemrisiko | Systemic risk | Theorie | Theory | Bankrisiko | Bank risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12373 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278668