Jeremy Moquet

Banque de France

Paris

France

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Macro Stress Testing with a Macroeconomic Credit Risk Model: Application to the French Manufacturing Sector

Banque de France Working Paper No. 238
Number of pages: 36 Posted: 28 Aug 2010
Banque de France, MB Consulting, Banque de France, affiliation not provided to SSRN and Banque de France
Downloads 228 (164,718)

Abstract:

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macro stress test, credit risk model, loss distribution