Finance and Economics Discussion Series: Can Macro Variables Used in Stress Testing Forecast the Performance of Banks by Michelle Welch, Luca Guerrieri

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

Michelle Welch, Luca Guerrieri

34 pages missing pub info (editions)

nonfiction politics
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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 variables such as the ones included in stress te...

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