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CMI in Banking: Macro Stress Testing by Moin Uddin Ahmed is a document available to read on EtoBox.
What is CMI in Banking: Macro Stress Testing about?
The document summarizes research on macro stress testing credit risk using panel data econometric models. It outlines applications in modeling the financial sector and introduces panel data models. The document also reviews empirical literature on linking macroeconomic variables like GDP, unemployment, inflation, and interest rates to banking indicators of credit risk and financial stability. The literature finds credit risk increases with higher interest rates, unemployment and bankruptcies, and decreases
- Author
- Moin Uddin Ahmed
- Language
- EN