Macroprudential stress testing of credit risk: A practical approach for policy makers

Journal of Financial Stability

Volumn 9, Issue 3, 2013, Pages 347-370

  Buncic, Daniel ^a   Melecky, Martin ^b,c  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

^b WORLD BANK GROUP   (United States)

^c VSB TECHNICAL UNIVERSITY OF OSTRAVA   (Czech Republic)

Author keywords

Eastern Europe; Individual bank data; Macroprudential supervision; Stress test

Indexed keywords

EID: 84882910757     PISSN: 15723089     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfs.2012.11.003     Document Type: Article

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