A factor-based framework for stress-testing the Namibian banking sector
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DOI: 10.29141/2658-5081-2024-25-3-6
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More about this item
Keywords
banking sector; loan portfolio; non-performing loan; stress-testing; forecasting; Namibia; ARIMA model; VAR model;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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