Results 1 - 1 of 1 for PRIME [Author: Michael W. McCracken]
Factor-Based Prediction of Industry-Wide Bank Stress - Review
This article investigates the use of factor-based methods for predicting industry-wide bank stress. Specifically, using the variables detailed in the Federal Reserve Board of Governors’ bank stress scenarios, the authors construct a small collection of distinct factors.
research.stlouisfed.org/.../review/2014/06/13/factor-based-prediction-of-industry-wide-bank-stress