A macro stress test model of credit risk for the Brazilian banking sector

Journal of Financial Stability

Volumn 8, Issue 2, 2012, Pages 69-83

  Vazquez, Francisco ^a   Tabak, Benjamin M ^b   Souto, Marcos ^a  

^a INTERNATIONAL MONETARY FUND   (United States)

^b UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

Author keywords

Banking system; Credit risk; Financial crisis; Stress tests

Indexed keywords

EID: 84859708256     PISSN: 15723089     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfs.2011.05.002     Document Type: Article

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