Scenario-free analysis of financial stability with interacting contagion channels
Financial stress tests that capture multiple interactions between contagion channels are conditional on specific, subjectively-imposed stress scenarios. Eigenvalue-based approaches, in contrast, provide a scenario-independent measure of systemic stability, but so far only handle a single contagion m...
| Autores principales: | , , , |
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| Formato: | Journal article |
| Lenguaje: | English |
| Publicado: |
Elsevier
2022
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