Macro stress tests and history-based stressed PD: the case of Hong Kong
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- Agata Gemzik-Salwach, 2012. "The Use Of A Value At Risk Measure For The Analysis Of Bank Interest Margins," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 8(4), pages 15-29, February.
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KeywordsFinancial models; Financial institutions; Modelling; Econometrics; Stress; Hong Kong;
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