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Our data says that the document:
Dohyun, Ahn ; Eunji, Kwon ; Kyoung-Kuk, Kim. (2023) Multivariate stress scenario selection in interbank networks.
In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.
Full description at Econpapers
cites:
EBA, Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing. 2018 European Banking Authority:
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