Activity for RAKOTONIRAINY MIORA

  • RAKOTONIRAINY MIORA RAKOTONIRAINY MIORA posted a comment on discussion General Discussion

    Hi, Thanks for this , but, my concern is that I don't use a foreign variables for my analyse but just domestic macroeconomic and financial variables. And for the unit data, I use just the credit risk indicator both for each bank and for the agregate bank. I think that my variables is not enough because all the study concern the impacts on macroeconomic shocs on credit risk always use foreign data. So, is it always possible to run the GVAR model to my case? or I could add variables for capturing the...

  • RAKOTONIRAINY MIORA RAKOTONIRAINY MIORA posted a comment on discussion General Discussion

    Hi, I am a new user of GVAR model, I need your help. I want use GVAR model for stress testing bank credit risk of only one country, the goal is to assessing the macroeconomic shocs impact to agregate and individual banks.Thus, The unit that compposes GVAR model is all individual banks financial data and the global variables are composed by the the macroeconomic fundamentals. So, I want to obtain confirmation if it is feasible with the GVAR toolbox to obtain both the impact of individual unit and...

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