European Central Bank 8 June 2016, ecbwp1920 (Making sense of the EU wide stress test: a comparison with the SRISK approach)

Timotej Homar,Heinrich Kickand Carmelo SalleoWorking Paper SeriesMaking sense of the EU wide stress test: a comparison with the SRISK approachNote: This Working Paper should not be reported as representing the views of the European Central Bank (ECB).The views expressed are those of the authors and do not necessarily reflect those of the ECB.