Transfer of macroeconomic shocks in stress tests modeling (Q2067543)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transfer of macroeconomic shocks in stress tests modeling |
scientific article |
Statements
Transfer of macroeconomic shocks in stress tests modeling (English)
0 references
18 January 2022
0 references
transmission of shocks
0 references
stress testing
0 references
risk parameters
0 references
general transfer function models
0 references
Bayesian approach
0 references
