Zhun Peng

University of Evry, EPEE

Bd. François Mitterrand

F-91025 Evry Cedex, 91028

France

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Scholarly Papers (1)

1.

Liquidity and Equity Short Term Fragility: Stress Tests for the European Banking System

Number of pages: 38 Posted: 27 May 2016 Last Revised: 15 May 2017
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Université Paris X Nanterre and University of Evry, EPEE
Downloads 108 (480,593)

Abstract:

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Stress test, Financial Stability, Extreme Risks, Bank Balance Sheet, Systemic Risk, Copula, Risk factors