Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing
This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity and financial health; (b) stress-tests as measures of the dynamics of responses of systemic risk ind...
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2012
|
Schriftenreihe: | IMF Working Papers
Working Paper No. 12/58 |
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity and financial health; (b) stress-tests as measures of the dynamics of responses of systemic risk indicators to structural shocks identified by standard macroeconomic and banking theory. Using a large number of quarterly time series of the G-7 economies in 1980Q1-2010Q2, we show that the model exhibits significant out-of sample forecasting power for tail real and financial risk realizations, and that stress testing provides useful early warnings on the build-up of real and financial vulnerabilities |
Beschreibung: | 1 Online-Ressource (41 p) |
ISBN: | 1463937768 9781463937768 |
Internformat
MARC
LEADER | 00000nmm a2200000 cb4500 | ||
---|---|---|---|
001 | BV048344133 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 220713s2012 |||| o||u| ||||||eng d | ||
020 | |a 1463937768 |c 18.00 USD |9 1-463-93776-8 | ||
020 | |a 9781463937768 |c 18.00 USD |9 978-1-463-93776-8 | ||
035 | |a (ZDB-1-IMF)845836684 | ||
035 | |a (OCoLC)1337115184 | ||
035 | |a (DE-599)BVBBV048344133 | ||
040 | |a DE-604 |b ger | ||
041 | 0 | |a eng | |
049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
100 | 1 | |a Lucchetta, Marcella |e Verfasser |4 aut | |
245 | 1 | 0 | |a Systemic Real and Financial Risks |b Measurement, Forecasting, and Stress Testing |c Lucchetta, Marcella |
264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2012 | |
300 | |a 1 Online-Ressource (41 p) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a IMF Working Papers |v Working Paper No. 12/58 | |
520 | 3 | |a This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity and financial health; (b) stress-tests as measures of the dynamics of responses of systemic risk indicators to structural shocks identified by standard macroeconomic and banking theory. Using a large number of quarterly time series of the G-7 economies in 1980Q1-2010Q2, we show that the model exhibits significant out-of sample forecasting power for tail real and financial risk realizations, and that stress testing provides useful early warnings on the build-up of real and financial vulnerabilities | |
533 | |a Online-Ausg | ||
700 | 1 | |a De Nicoló, Gianni |e Sonstige |4 oth | |
856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-1-IMF | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-033723401 | ||
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UBW01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UEI01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l LCO01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l SBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UER01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l SBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l FAN01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UBT01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l FKE01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UBY01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UBA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l FLA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UBM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UPA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l UBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l FHA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l FNU01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l BSB01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |l TUM01 |p ZDB-1-IMF |x Verlag |3 Volltext |
Datensatz im Suchindex
_version_ | 1804184191760334848 |
---|---|
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Lucchetta, Marcella |
author_facet | Lucchetta, Marcella |
author_role | aut |
author_sort | Lucchetta, Marcella |
author_variant | m l ml |
building | Verbundindex |
bvnumber | BV048344133 |
collection | ZDB-1-IMF |
ctrlnum | (ZDB-1-IMF)845836684 (OCoLC)1337115184 (DE-599)BVBBV048344133 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05130nmm a2200589 cb4500</leader><controlfield tag="001">BV048344133</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2012 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1463937768</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">1-463-93776-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781463937768</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">978-1-463-93776-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845836684</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337115184</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048344133</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Lucchetta, Marcella</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Systemic Real and Financial Risks</subfield><subfield code="b">Measurement, Forecasting, and Stress Testing</subfield><subfield code="c">Lucchetta, Marcella</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (41 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 12/58</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity and financial health; (b) stress-tests as measures of the dynamics of responses of systemic risk indicators to structural shocks identified by standard macroeconomic and banking theory. Using a large number of quarterly time series of the G-7 economies in 1980Q1-2010Q2, we show that the model exhibits significant out-of sample forecasting power for tail real and financial risk realizations, and that stress testing provides useful early warnings on the build-up of real and financial vulnerabilities</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">De Nicoló, Gianni</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033723401</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV048344133 |
illustrated | Not Illustrated |
index_date | 2024-07-03T20:13:18Z |
indexdate | 2024-07-10T09:35:25Z |
institution | BVB |
isbn | 1463937768 9781463937768 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033723401 |
oclc_num | 1337115184 |
open_access_boolean | |
owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
physical | 1 Online-Ressource (41 p) |
psigel | ZDB-1-IMF |
publishDate | 2012 |
publishDateSearch | 2012 |
publishDateSort | 2012 |
publisher | International Monetary Fund |
record_format | marc |
series2 | IMF Working Papers |
spelling | Lucchetta, Marcella Verfasser aut Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing Lucchetta, Marcella Washington, D.C International Monetary Fund 2012 1 Online-Ressource (41 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 12/58 This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity and financial health; (b) stress-tests as measures of the dynamics of responses of systemic risk indicators to structural shocks identified by standard macroeconomic and banking theory. Using a large number of quarterly time series of the G-7 economies in 1980Q1-2010Q2, we show that the model exhibits significant out-of sample forecasting power for tail real and financial risk realizations, and that stress testing provides useful early warnings on the build-up of real and financial vulnerabilities Online-Ausg De Nicoló, Gianni Sonstige oth http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Lucchetta, Marcella Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing |
title | Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing |
title_auth | Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing |
title_exact_search | Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing |
title_exact_search_txtP | Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing |
title_full | Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing Lucchetta, Marcella |
title_fullStr | Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing Lucchetta, Marcella |
title_full_unstemmed | Systemic Real and Financial Risks Measurement, Forecasting, and Stress Testing Lucchetta, Marcella |
title_short | Systemic Real and Financial Risks |
title_sort | systemic real and financial risks measurement forecasting and stress testing |
title_sub | Measurement, Forecasting, and Stress Testing |
url | http://elibrary.imf.org/view/IMF001/12657-9781463937768/12657-9781463937768/12657-9781463937768.xml |
work_keys_str_mv | AT lucchettamarcella systemicrealandfinancialrisksmeasurementforecastingandstresstesting AT denicologianni systemicrealandfinancialrisksmeasurementforecastingandstresstesting |