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We present a stochastic simulation forecasting model for stress testing aimed at assessing banks' capital adequacy …
Persistent link: https://www.econbiz.de/10012936094
We present a stochastic simulation forecasting model to stress-test banks' capital adequacy and to estimate probability …
Persistent link: https://www.econbiz.de/10013034691
methodological approach employed is based on a Monte-Carlo simulation and allows for improving the information the composite …
Persistent link: https://www.econbiz.de/10014304098
We analyze the interdependence between the government yield spread and stock returns of the banking sector in Italy …
Persistent link: https://www.econbiz.de/10012975078
This paper develops and estimates a macroeconomic model of real-financial markets interactions in which the behavior of banks generates endogenous business cycles. We do so in the context of a computational agent-based framework, where the channeling of funds from depositors to investors...
Persistent link: https://www.econbiz.de/10012827853
methodological approach employed is based on a Monte-Carlo simulation and allows for improving the information the composite …
Persistent link: https://www.econbiz.de/10014353689
. The methodological approach employed is based on a Monte-Carlo simulation and allows for improving the information the …
Persistent link: https://www.econbiz.de/10014258137
Persistent link: https://www.econbiz.de/10003330918
Persistent link: https://www.econbiz.de/10009545636