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RePEcRisk, Credit & Banking

Stress Testing US Banks with ML

The article highlights the role of machine learning in improving risk analysis during stress tests, uncovering complex macro-financial connections and enhancing risk evaluation in economic downturns.

Featured in No. 74 on 13 Nov 2024 · on release day

Released
13 Nov 2024
First featured
No. 74 · 13 Nov 2024
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Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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