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

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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)
Source: Verbunddaten SWB
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