Modeling your stress away
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DOI: 10.1016/j.jbankfin.2023.107042
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More about this item
Keywords
Stress tests; Financial institutions; Regulation; Credit risk models;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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