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Structural Market-Based Top–Down Stress Tests of the Banking System

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  • Jorge A. Chan-Lau

    (International Monetary Fund, 700 19th St NW, Washington, DC 204 31, USA;
    Risk Management Institute, National University of Singapore, Singapore)

Abstract

No abstract received.

Suggested Citation

  • Jorge A. Chan-Lau, 2015. "Structural Market-Based Top–Down Stress Tests of the Banking System," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 35-48.
    • Handle: RePEc:wsi:gcrxxx:v:05:y:2015:i:01:n:s2010493615500038
    DOI: 10.1142/S2010493615500038
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    References listed on IDEAS

    as
    1. Burrows, Oliver & Learmonth, David & McKeown, Jack, 2012. "Financial Stability Paper No 17: RAMSI: a top-down stress-testing model," Bank of England Financial Stability Papers 17, Bank of England.
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    Cited by:

    1. Mr. Jorge A Chan-Lau, 2017. "Lasso Regressions and Forecasting Models in Applied Stress Testing," IMF Working Papers 2017/108, International Monetary Fund.

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