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David Aikman:

2023

Title: Macro-Prudential Stress Test Models: A Survey

Author: Aikman, David ; Beale, Daniel ; Brinley-Codd, Adam ; Hüser, Anne-Caroline ; Covi, Giovanni ; Lepore, Caterina

Series: Working Paper No. 2023/173

Date: August 25, 2023

Subject: Asset and liability management Asset liquidity Commercial banks Financial institutions Financial sector policy and analysis Liquidity Solvency Stress testing

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