Stress Testing and Systemic Risk Measures Using Multivariate Conditional Probability (2020)

First Author: Aste T

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.3575512

Publication URI: http://dx.doi.org/10.2139/ssrn.3575512

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal