Stress testing German banks against a global cost-of-capital shock
Year of publication: |
2012
|
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Authors: | Duellmann, Klaus ; Kick, Thomas |
Institutions: | Deutsche Bundesbank |
Subject: | Asset correlation | portfolio credit risk | macroeconomic stress tests |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2012,04 |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Stress testing German banks against a global cost-of-capital shock
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