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Developing Macro-stress Developing Macro-stress

Developing Macro-stress - PowerPoint Presentation

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Uploaded On 2017-04-03

Developing Macro-stress - PPT Presentation

tests how to identify systemic risk Session 10 Mindaugas Leika 1 Macroprudential policy framework I Macroprudential policy definition targets policy transmission channels and relationships with other policies Monday ID: 533049

risk bank data systemic bank risk systemic data individual stress measures liquidity crisis system financial assets banks run market

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