Stress Testing of Credit Risk Portfolios: The Link Between Macro and Micro

The Basel Committee’s Research Task Force will organise a workshop on stress testing infrequently traded credit risk, aiming to advance research in this critical area of banking supervision. Hosted at De Nederlandsche Bank, the event will bring together central bank, supervisory, and academic researchers to present unpublished work, with a keynote by Darrell Duffie.

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