@misc
{TN_libero_mab2,
author = {
Indergand, Martin
AND
Jondeau, Eric
AND
Fuster, Andreas
},
title = {
Measuring and stress-testing market-implied bank capital
},
publisher = {Swiss Finance Institute},
keywords = {
Banking
,
Capital
,
Stress Test
,
Systemic Risk
,
Multifactor Model
,
Graue Literatur
},
year = {[2022]},
booktitle = {Research paper series / Swiss Finance Institute ; no 22, 11},
address = {
Geneva
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}