Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System
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More about this item
Keywordsstress test; credit risk; dynamic panel data; Monte Carlo;
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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