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  • Stress testing is a macro{prudential analytical method of assessing the financial system''s resilience to adverse events. This thesis describes the methodology of the stress tests and illustrates the stress testing for credit and market risks on the real bank-by-bank data in the two Balkan countries: Croatia and Serbia. Credit risk is captured by the macroeconomic credit risk models that estimate the default rates of the corporate and the household sectors.
  • Stress testing is a macro{prudential analytical method of assessing the financial system''s resilience to adverse events. This thesis describes the methodology of the stress tests and illustrates the stress testing for credit and market risks on the real bank-by-bank data in the two Balkan countries: Croatia and Serbia. Credit risk is captured by the macroeconomic credit risk models that estimate the default rates of the corporate and the household sectors. (en)
Title
  • Stress testing of the banking sector in emerging markets
  • Stress testing of the banking sector in emerging markets (en)
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  • Stress testing of the banking sector in emerging markets
  • Stress testing of the banking sector in emerging markets (en)
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  • RIV/00216208:11230/11:10100848!RIV12-MSM-11230___
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  • Z(MSM0021620841)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 232639
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  • RIV/00216208:11230/11:10100848
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  • emerging markets; banking sector; stress testing (en)
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  • [0502B9898527]
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  • Saarbrücken
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  • Neuvedeno
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  • Stress testing of the banking sector in emerging markets
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  • Vukelić, Tatjana
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number of pages
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  • LAP LAMBERT Academic Publishing
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  • 978-3-8454-4065-1
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  • 11230
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