Transmission of macroeconomic shocks to risk parameters: their uses in stress testing (Q6576845)
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scientific article; zbMATH DE number 7885145
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| English | Transmission of macroeconomic shocks to risk parameters: their uses in stress testing |
scientific article; zbMATH DE number 7885145 |
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Transmission of macroeconomic shocks to risk parameters: their uses in stress testing (English)
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23 July 2024
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Bayesian approach
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general transfer function models
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risk parameters
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stress testing
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transmission of shocks
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