Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses (2018)

First Author: Alla Z
Attributed to:  Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://www.systemicrisk.ac.uk/publications/discussion-papers/macroprudential-stress-tests-reduced-form-approach-quantifying

Type: Working Paper

Volume: Systemic Risk Centre Discussion Paper 79