Pavel Chichkanov

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

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Scholarly Papers (1)

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System-Wide Stress Simulation

Bank of England Working Paper No. 809, July 2019
Number of pages: 79 Posted: 19 Jul 2019
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
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Citation 5

Abstract:

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systemic risk, market-based finance, fire sales, stress testing