The fall of Lehman Brothers in 2008 has launch a wide and deep critical revision of the regulation and management of macroeconomic risks at Systemic Financial Institutions.. Meeting the new challenges require a huge improvement in the econometrics tools and know-how used by the these financial institution to assess the impact of macroeconomic risk scenarios in its capital and liquidity needs.
martes, 19 de julio de 2016
Why conventional econometrics does not work for banking risk assesment?
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