A comparative analysis of macro stress-testing methodologies with application to Finland

Journal of Financial Stability

Volumn 2, Issue 2, 2006, Pages 113-151

  Sorge, Marco ^a   Virolainen, Kimmo ^b  

^a WORLD BANK   (United States)

^b BANK OF FINLAND   (Finland)

Author keywords

Feedback effects; Financial soundness indicators; Macro stress testing; Value at risk

Indexed keywords

EID: 33745856277     PISSN: 15723089     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfs.2005.07.002     Document Type: Article

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