Supplementary data for the article: The Calibration of Initial Shocks in Bank Stress Test Scenarios

Published: 11 April 2024| Version 1 | DOI: 10.17632/r3hhg98d36.1
Contributor:
Adrian Pop

Description

Olivier Darné, Guy Levy-Rueff & Adrian Pop The Calibration of Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach Documentation concerning the data The enclosed data files (dlrp_ECMODE.csv & readme.txt) contains all the relevant data used in the implementation of outlier detection algorithms. The meaning of each series and the way they have been computed are explained in the paper.

Files

Steps to reproduce

See readme.txt file

Institutions

Universite de Nantes Institut d'Administration des Entreprises de Nantes-Economie et Management

Categories

Financial Economics

Licence