Work

Macro stress testing of credit risk focused on the tails

Year: 2011

Type: article

Source: Journal of Financial Stability

DOI: 10.1016/j.jfs.2011.10.003

Authors: Ricardo Schechtman, Wagner Piazza Gaglianone

Institutions: Central Bank of Brazil, Fucape Business School

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W3124633555

FWCI: 9.471

Cites: 33

Cited by: 42

Related to: 10