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International Financial Statistics provides a complete library of continuously updated...

In this paper, we use the extreme value theory (EVT) framework to analyze contagion risk across...

Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of...

This paper combines financial soundness indicators (FSIs) and stress-testing methodologies to...

Multilateral consultation; Euro Area; Caruana to head new Department; Marshall Islands; Malaysia;...

This survey reviews a number of different fundamentals-based models for estimating default...