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macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision
Financial Stability, Insurance, Interest Rate Risk, Stress Test
financial stability, insurance, interest rate risk, stress test
export diversification, growth volatility, trade openness
Balassa-Samuelson effect, Penn effect, real exchange rate
Stress Testing, Credit risk, Internal Models, Banking Supervision, banking regulation
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macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism
euro area countries, hierarchical priors, non-performing loans, panel Bayesian VAR
banks, funding costs, solvency
Banks, solvency, funding costs
Emerging Markets, Economic Theory & Research, Free Trade, Debt Markets, Trade Policy
fee and commission income, stress testing, scenario analysis
Current account, reversals, exchange rate regime