Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
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DOI: 10.1016/j.jbankfin.2015.09.021
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- Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery, 2014. "Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model," Staff Reports 663, Federal Reserve Bank of New York, revised 01 Jul 2015.
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Citations
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More about this item
Keywords
Capital; Bank; Stress testing; Systemic risk; Financial stability;JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G01 - Financial Economics - - General - - - Financial Crises
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