Stress testing and corporate finance
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- Gu, Xin & Cui, Tingfei & Hu, Yingquan, 2016.
[Micromechanism and Macro effect of Leverage Dynamics between Commercial Banks and Enterprises under New Norm]," MPRA Paper 49491, University Library of Munich, Germany.
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"Macro stress testing of credit risk focused on the tails,"
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- Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
More about this item
- G3 - Financial Economics - - Corporate Finance and Governance
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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