Making sense of the EU wide stress test: a comparison with the SRISK approach
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More about this item
KeywordsAsset Quality Review; SRISK; stress test evaluation;
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- G01 - Financial Economics - - General - - - Financial Crises
- 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-2016-07-16 (Banking)
- NEP-CBA-2016-07-16 (Central Banking)
- NEP-EEC-2016-07-16 (European Economics)
- NEP-GER-2016-07-16 (German Papers)
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