Finding the Blind Spots Before It's Too Late: A (Reverse) Stress Testing Approach for Asset Liability Management
The article presents a new toolkit that uses AI and yield curve modelling to detect potential risks in bank balance sheets, illustrated with two hypothetical banks.
Featured in No. 17 on 28 Sep 2023 · 3 days after release · 0 citations today
- Released
- 25 Sep 2023
- First featured
- No. 17 · 28 Sep 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- SSRN 4582564
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