Macroprudential stress tests: a reduced-form approach to quantifying systemic risk losses

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Bibliographic Details

Authors and Corporations:	Alla, Zineddine (Author), Espinoza, Raphael A. (Author), Li, Qiaoluan H. (Author), Segoviano, Miguel (Author)
Other Authors:	Espinoza, Raphael A. [Author] • Li, Qiaoluan H. [Author] • Segoviano, Miguel [Author]
Type of Resource:	E-Book
Language:	English
published:	London Systemic Risk Centre, The London School of Economics and Political Science [2018]
Series:	SRC discussion paper ; no 79 (July 2018)
Subjects:	Stress Testing Systemic Risk Financial Stability Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen