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 PopDescription
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