Reverse stress testing: Scenario design for macroprudential stress tests
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Publication:6054451
DOI10.1111/mafi.12373zbMath1522.91296OpenAlexW4319299014MaRDI QIDQ6054451
Publication date: 28 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12373
contagionstress testingsystemic riskfinancial stabilityfire salesreverse stress testingoptimal deleveragingstress scenario design
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Cites Work
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