Transfer of macroeconomic shocks in stress tests modeling (Q2067543)

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scientific article; zbMATH DE number 7458724
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English
Transfer of macroeconomic shocks in stress tests modeling
scientific article; zbMATH DE number 7458724

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    Transfer of macroeconomic shocks in stress tests modeling (English)
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    18 January 2022
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    transmission of shocks
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    stress testing
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    risk parameters
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    general transfer function models
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    Bayesian approach
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