Blar i Staff Memo på forfatter "Kockerols, Thore"
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A macroprudential contagion stress test framework
Bjørland, Christian; Kockerols, Thore (Staff Memo;4/2020, Working paper, 2020)We develop a macroprudential contagion stress test framework to examine how a network of Norwegian banks can amplify a shock to bank capital at the macro level. The framework looks at how fire sales of common asset holdings ...