Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
收藏NBER2013-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w18968
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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
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美国国家经济研究局创建时间：
2013-04-01
