Macro Stress Testing the Credit Risk of Conventional and Participation Banks in Turkey: A Nonparametric Quantile Regression Approach
This paper applies a novel time series-based additive nonparametric quantile regression
technique to stress test the credit risk of conventional and participation banks in Turkey. We …
technique to stress test the credit risk of conventional and participation banks in Turkey. We …
A macro stress test application on the financial system of Turkey: A credit risk perspective
A Alan - 2022 - earsiv.cankaya.edu.tr
Macro stress testing applications were initially introduced in 1991 with the Financial Sector
Assessment Program (FSAP) launched by International Monetary Fund (IMF). Along with …
Assessment Program (FSAP) launched by International Monetary Fund (IMF). Along with …