Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework *

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Christophe Hurlin, Quentin Lajaunie, Yoann Pull

DOI: 10.2139/ssrn.6029316

Cited by: 1

References: 19

Fields of Study & Subjects

Credit Risk and Financial Regulations Banking stability regulation efficiency Risk and Portfolio Optimization

References 19