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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
macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism
Stress Testing, Credit risk, Internal Models, Banking Supervision, banking regulation
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Balassa-Samuelson effect, Penn effect, real exchange rate
Banks, solvency, funding costs
banks, funding costs, solvency
Central bank digital currency, demand estimation, design attributes, structural model
euro area countries, hierarchical priors, non-performing loans, panel Bayesian VAR
bank intermediation, CBDC, digital euro, financial stability risks
Emerging Markets, Economic Theory & Research, Free Trade, Debt Markets, Trade Policy
Bank lending channel, Bank Stability, DiD, Lerner index, NIRP
fee and commission income, stress testing, scenario analysis
Current account, reversals, exchange rate regime
bank lending channel, duration gap, financial stability, interest rate risk
banks, credit derivatives, EMIR, price discovery, syndicated loans
