Cash Flow at Risk Assessment for the Banking Sector of Georgia
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More about this item
KeywordsQuantile regression; Forecasting; Monetary policy; Bank profitability; CFaR;
All these keywords.
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2020-08-10 (Banking)
- NEP-CIS-2020-08-10 (Confederation of Independent States)
- NEP-MAC-2020-08-10 (Macroeconomics)
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