Designing Stress Scenarios
收藏NBER2022-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29901
下载链接
链接失效反馈官方服务：
资源简介：
We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk exposures of a set of agents. She asks the agents to report their losses under hypothetical scenarios before mandating actions to mitigate the exposures. We show how to
提供机构：
美国国家经济研究局
创建时间：
2022-04-01
