Stress testing banks
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DOI: 10.1016/j.ijforecast.2013.10.003
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- Schuermann, Til, 2013. "Stress Testing Banks," Working Papers 12-08, University of Pennsylvania, Wharton School, Weiss Center.
References listed on IDEAS
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More about this item
Keywords
Capital requirements; Leverage; Systemic risk;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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