Structural Market-Based Top–Down Stress Tests of the Banking System

Jorge Chan-Lau

Global Credit Review (GCR), 2015, vol. 05, issue 01, 35-48

Abstract: No abstract received.

Keywords: Stress tests; banks; default risk; systemic risk; structural models; market prices (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1142/S2010493615500038

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