Work

Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions

Year: 2020

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3601846

Authors: J. Doyne Farmer, Alissa M. Kleinnijenhuis, Paul Nahai-Williamson, Thom Wetzer

Institutions: University of Oxford, Stanford Institute for Economic Policy Research, Imperial College London, Stanford University, Bank of England

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3027920164

Cites: 77

Cited by: 27

Related to: 10