Stressing to Breaking Point: Interpreting Stress Test Results
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References listed on IDEAS
- Mr. Martin Cihak, 2007. "Introduction to Applied Stress Testing," IMF Working Papers 2007/059, International Monetary Fund.
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- Chang Liu & Lin Tang & Dongtao Lin & Jiayi Guo, 2023. "Testing to extreme: An application of reverse stress testing engineering on mortgages of commercial banks in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 187-192, January.
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Keywords
WP; bank; exchange rate; banking system; loan; interest rate;All these keywords.
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