A New Heuristic Measure of Fragility and Tail Risks; Application to Stress Testing
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References listed on IDEAS
- Christian Schmieder & Maher Hasan & Claus Puhr, 2011. "Next Generation Balance Sheet Stress Testing," IMF Working Papers 11/83, International Monetary Fund.
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More about this item
KeywordsBanks; Economic models; Forecasting; Public debt; Stress testing; Stability; debt dynamics; sovereign debt; net debt; banking;
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