Supplementary data for the article: The Calibration of Initial Shocks in Bank Stress Test Scenarios

Olivier Darné, Guy Levy-Rueff & Adrian Pop The Calibration of Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach Documentation concerning the data The enclosed data files (dlrp_ECMODE.csv & readme.txt) contains all the relevant data used in the implementation of outlier detection algorithms. The meaning of each series and the way they have been computed are explained in the paper.