Integrating Solvency and Liquidity Stress Tests: the Use of Markov Regime-Switching Models |
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| Author:
| Han, Fei
Leika, Mindaugas |
| Series title: | IMF Working Papers |
| ISBN: | 978-1-5135-2188-6 |
| Publication Date: | Nov 2019 |
| Publisher: | International Monetary Fund
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| Book Format: | Ebook |
| List Price: | Contact Supplier contact
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Book Description:
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Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models
Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models