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COVID-19: stress-testing non-financial companies: a macroprudential perspective. The experience of Poland
The main purpose of this article is to detail and supply a stress-testing framework at the individual level that investigates the impact of COVID-19 scenarios on non-financial firms’ probability of default as regards domestic and foreign-currency debt (a so-called new micro stress-test). The test ad...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7927784/ http://dx.doi.org/10.1007/s40822-020-00163-0 |