Finance and Economics Discussion Series: Can Macro Variables Used in Stress Testing Forecast the Performance of Banks

By Luca Guerrieri

When stress tests for the banking sector use a macroeconomic scenario, an unstated premise is that macro variables should be useful factors in forecasting the performance of banks. We assess whether... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288699182
• ISBN13: 9781288699186
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 34 Pages
• Weight: 0.18 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"