Backtesting European Stress Tests
收藏NBER2017-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23083
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资源简介：
We provide a first evaluation of the quality of banking stress tests in the European Union. We use stress tests scenarios and banks estimated losses to recover bank level exposures to macroeconomic factors. Once macro outcomes are realized, we predict banks losses and compare them to actual losses.
提供机构：
美国国家经济研究局
创建时间：
2017-01-01
