Stress Testing Financial Systems: Macro and Micro Stress Tests, Basel Standards and Value-at-Risk as Financial Stability Measures

Taskinsoy J.

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DOI
10.2139/ssrn.4032869
Published
2022-02-15
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BibTeX

@article{allodium:10.2139/ssrn.4032869,
  title = {Stress Testing Financial Systems: Macro and Micro Stress Tests, Basel Standards and Value-at-Risk as Financial Stability Measures},
  author = {Taskinsoy J.},
  year = {2022},
  doi = {10.2139/ssrn.4032869},
  url = {https://doi.org/10.2139/ssrn.4032869}
}

RIS

TY  - JOUR
TI  - Stress Testing Financial Systems: Macro and Micro Stress Tests, Basel Standards and Value-at-Risk as Financial Stability Measures
AU  - Taskinsoy J.
PY  - 2022
DO  - 10.2139/ssrn.4032869
UR  - https://doi.org/10.2139/ssrn.4032869
ER  - 

APA

J., T. (2022). Stress Testing Financial Systems: Macro and Micro Stress Tests, Basel Standards and Value-at-Risk as Financial Stability Measures. https://doi.org/10.2139/ssrn.4032869

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