keyword Macro Stress Test ‎/ (1 Article)

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The Resilience of the Iranian Banking System to Macro Shocks with an Emphasis on Credit Risk

Writer : Salehikia، Hassan ؛ Mahmoodzadeh، Mahmood ؛ Salatin، Parvaneh ؛

Journal:Money and Economy»Spring 2022، Volume 17 - Number 2 Ranking: ب/ISC (‎22 page(s) - From 197 to 218 )
Keywords:Credit Risk Loss Distribution Macro Stress Test Vector Auto Regression.

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Loss DistributionCredit Riskتوزیع زیانریسک اعتباریمدل خودرگرسون برداریآزمون تنش کلان

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