Browse publications

Primary tabs

Displaying 1 - 2 of 2 results.

Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium

March 2018
Van Roy, P. / Ferrari, S. / Vespro, C.

Working Paper N° 338

www.nbb.be/en/articles/sensitivity-credit-risk-...

Identifying credit supply shocks with bank-firm data: methods and applications

October 2018
Degryse, H. / De Jonghe, O. / Jakovljevic, S. / Mulier, K. / Schepens, G.

Working Paper N° 347

www.nbb.be/en/articles/identifying-credit-suppl...