Reverse stress testing: Scenario design for macroprudential stress tests (Q6054451)
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scientific article; zbMATH DE number 7743102
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | 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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0.8012211918830872
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0.7762322425842285
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0.7594595551490784
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0.7366369366645813
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0.7347190976142883
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