Browsing Staff Memo by Subject "JEL: G32"
Now showing items 1-1 of 1
-
Stress Testing the Enterprise Sector's Bank Debt - a Micro Approach
(Staff Memo;5/2008, Working paper, 2008)This paper describes Norges Bank’s micro stress testing framework for assessing the Norwegian banking sector’s losses on loans to the non-financial enterprise sector. Using projected macro variables and a stock-flow approach, ...