---
title: DEEP LEARNING FOR FINANCIAL STRESS TESTING: A DATA-DRIVEN APPROACH TO RISK MANAGEMENT
url: https://www.ml-quant.com/papers/ssrn/5146509/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5146509
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5146509
featured: 2025-03-05
citations: 15
topic: Risk, Credit & Banking
---


# DEEP LEARNING FOR FINANCIAL STRESS TESTING: A DATA-DRIVEN APPROACH TO RISK MANAGEMENT

A new deep learning-based framework for financial stress testing is introduced, combining financial indicators to improve risk prediction accuracy and reduce financial risks.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5146509
- Identifier: SSRN 5146509
- Released: 2025-02-21
- First featured: Quant Letter No. 87 (2025-03-05): https://www.ml-quant.com/issues/2025-03-05/
- Citations (Semantic Scholar): 15
- Published in: not yet
- Topic: Risk, Credit & Banking

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