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How to capture macro-financial spillover effects in stress tests?
Hesse, Heiko
;
Salman, Ferhan
;
Schmieder, Christian
-
2014
Persistent link: https://www.econbiz.de/10010388854
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How to Capture Macro-Financial Spillover Effects in Stress Tests?
Hesse, Heiko
-
2014
One of the challenges of financial stability analysis and
bank
stress testing is how to establish scenarios with … capital positions. The outcome suggests that spillover effects have a highly non-linear impact on
bank
soundness, both in …
Persistent link: https://www.econbiz.de/10013050679
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