Showing 1 - 1 of 1
their risk assessments and outcomes to those from a simple methodology that relies on publicly available market data and … forecasts the capital shortfall of financial firms in severe market-wide downturns. We find that: (i) The losses projected on … financial firm balance-sheets compare well between actual stress tests and the market-data based assessments, and both relate …
Persistent link: https://www.econbiz.de/10013083085