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Can We Take the'Stress' Out of Stress Testing? Applications of Generalized Structural Equation Modeling to Consumer Finance

Year
2021
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/Can%20We%20Take%20the_Stress_%20Out%20of%20Stress%20Testing_%20Applications%20of%20Generalized%20Structural%20Equation%20Modeling%20to%20Consumer%20Finance.pdf
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https://mega.co.nz/#!KXgCybCT!EFUcZ_QRIUSzkqdv7mfu1M6HEmtM8cICM6qWqG3m-mw
Abstract
This paper provides a practical introduction to the GSEM statistical framework in risk management, and it illustrates the game-changing potential of this
Author
Jos{\'{e}} J. Canals-Cerda
View
https://sci-hub.st/10.2139/ssrn.3775322
Journal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3775322
Published
2022/06/21
Retrieved
6/22/2022, 4:20:49 AM
DOI
10.2139/ssrn.3775322
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