Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
收藏NBER2013-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18968
下载链接
链接失效反馈官方服务：
资源简介：
Macroprudential stress tests have been employed by regulators in the United States and Europe to assess and address the solvency condition of financial firms in adverse macroeconomic scenarios. We provide a test of these stress tests by comparing their risk assessments and outcomes to those from a
提供机构：
美国国家经济研究局
创建时间：
2013-04-01
