Bank solvency stress tests with fire sales
Author: | Thomas Breuer, Martin Summer, Branko Urošević |
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DOI: | https://doi.org/10.1016/j.jfs.2023.101161 |
ISSN: | 1572-3089 |
ISSN: | 1878-0962 |
Parent Title (English): | Journal of Financial Stability |
Document Type: | Article |
Language: | English |
Year of publication: | 2023 |
Release Date: | 2023/10/31 |
Tag: | Fire sales; Stress testing; Systemic risk |
Issue: | 67 |
Article Number: | 101161 |
Number of pages: | 15 |
Organisationseinheit: | Forschung / Forschungszentrum Business Informatics |
Forschung / Josef Ressel Zentrum für Robuste Entscheidungen | |
Peer review: | wiss. Beitrag, peer-reviewed |
Publicationlist: | Breuer, Thomas |