A model of system-wide stress simulation: market-based finance and the Covid-19 event
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- Giovanni di Iasio & Spyridon Alogoskoufis & Simon Kordel & Dominika Kryczka & Giulio Nicoletti & Nicholas Vause, 2022. "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Questioni di Economia e Finanza (Occasional Papers) 687, Bank of Italy, Economic Research and International Relations Area.
References listed on IDEAS
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- Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
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More about this item
Keywords
COVID-19; market-based finance; stress testing; systemic risk;All these keywords.
JEL classification:
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-07-25 (Banking)
- NEP-CBA-2022-07-25 (Central Banking)
- NEP-EEC-2022-07-25 (European Economics)
- NEP-FMK-2022-07-25 (Financial Markets)
- NEP-RMG-2022-07-25 (Risk Management)
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