Reverse stress testing: Scenario design for macroprudential stress tests (Q6054451)

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scientific article; zbMATH DE number 7743102
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Reverse stress testing: Scenario design for macroprudential stress tests
scientific article; zbMATH DE number 7743102

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    Reverse stress testing: Scenario design for macroprudential stress tests (English)
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    28 September 2023
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    contagion
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    financial stability
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    fire sales
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    optimal deleveraging
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    reverse stress testing
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    stress scenario design
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    stress testing
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    systemic risk
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