Blar i Staff Memo på emneord "JEL: G33"
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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, ...