From Stress to Costress; Stress Testing Interconnected Banking Systems
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More about this item
KeywordsCredit expansion; Credit risk; Banking systems; External shocks; Economic models; Risk management; Systemic risk; Stress testing; banking; probabilities; probability; banking system; General Financial Markets: General (includes Measurement and Data); Financial Institutions and Services: General;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-21 (All new papers)
- NEP-BAN-2012-03-21 (Banking)
- NEP-CBA-2012-03-21 (Central Banking)
- NEP-FMK-2012-03-21 (Financial Markets)
- NEP-RMG-2012-03-21 (Risk Management)
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