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Jacky So (Research Fellow)
Visiting Fellows
Jacky So (Research Fellow)
University of Macau
(July-August 2016)
Research Topic:
2016: VaR and Stress Tests: The Impact of Fat-Tail Risk and Systemic Risk on the Stability of Banking System
Working Papers:
VaR and Stress Tests: The Impact of Fat-Tail Risk and Systemic Risk on Commercial Banks in Hong Kong and China
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Jacky So (Research Fellow)