On the accuracy of alternative approaches for calibrating bank stress test models

Paul Kupiec

AEI Economics Working Papers from American Enterprise Institute

Keywords: Dodd-Frank Act; federal reserve; Bank regulation; stress tests (search for similar items in EconPapers)
JEL-codes: A (search for similar items in EconPapers)
Date: 2018-04
References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://www.aei.org/publication/on-the-accuracy-of- ... k-stress-test-models (text/html)

Related works:
Journal Article: On the accuracy of alternative approaches for calibrating bank stress test models (2018)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aei:rpaper:980152

Access Statistics for this paper

More papers in AEI Economics Working Papers from American Enterprise Institute Contact information at EDIRC.
Bibliographic data for series maintained by Dave Adams, CIO ().