Stress testing banks
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References listed on IDEAS
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Ensuring Stress Tests Remain Effective
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-01-22 13:00:51
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Koziol, Philipp & Schell, Carmen & Eckhardt, Meik, 2015. "Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?," Discussion Papers 46/2015, Deutsche Bundesbank.
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More about this item
KeywordsCapital requirements; Leverage; Systemic risk;
StatisticsAccess and download statistics
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