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Macroprudential stress tests : a reduced-form approach to quantifying systemic risk losses
Alla, Zineddine
;
Espinoza, Raphael A.
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Li, Qiaoluan H.
; …
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2018
Persistent link: https://www.econbiz.de/10012213938
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A comprehensive multi-sector tool for analysis of systemic risk and interconnectedness (SyRIN)
Cortes, Fabio
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Lindner, Peter
;
Malik, Sheheryar
; …
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2018
Persistent link: https://www.econbiz.de/10012213945
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Latent fragility : conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul
;
Hiebert, Paul
;
Schüler, Yves
; …
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2023
Persistent link: https://www.econbiz.de/10014250464
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