Regulatory stress testing and bank performance
نویسندگان
چکیده
منابع مشابه
Bank Stress Testing
The 2008 banking crisis demonstrated that there is a lack of effective methods for modeling and analyzing “exceptional but plausible” risk scenarios in bank stress testing. Existing stress testing practices mainly focus on modeling probability-based risk factors and events in banking systems using historical data. Rare (low probability) risk events that can cause financial crises in banking sys...
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ژورنال
عنوان ژورنال: European Financial Management
سال: 2020
ISSN: 1354-7798,1468-036X
DOI: 10.1111/eufm.12267