The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach
| Autor: | Darné, Olivier, Levy-Rueff, Guy, Pop, Adrian |
|---|---|
| Zdroj: | In Economic Modelling July 2024 136 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Darné, Olivier, Levy-Rueff, Guy, Pop, Adrian |
|---|---|
| Zdroj: | In Economic Modelling July 2024 136 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect