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type:"article"
subject:"Financial crisis"
~isPartOf:"Stress-testing the banking system : methodologies and applications"
~subject:"Kreditrisiko"
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Stress-testing the banking system : methodologies and applications
Journal of risk management in financial institutions
73
Journal of banking & finance
60
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
30
Journal of financial stability
29
Risiko-Manager
29
International review of financial analysis
26
Risks : open access journal
25
European journal of operational research : EJOR
23
The journal of credit risk : published quarterly by Incisive Media
23
Journal of risk
18
Finance research letters
17
International journal of theoretical and applied finance
17
The journal of risk model validation
16
Die Bank
15
The European journal of finance
15
Insurance / Mathematics & economics
14
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
Journal of risk and financial management : JRFM
14
Review of quantitative finance and accounting
14
Journal of banking regulation
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
12
Economic modelling
12
International review of economics & finance : IREF
12
The journal of financial market infrastructures
12
Journal of financial economics
10
Journal of financial intermediation
10
Journal of financial services research : JFSR
10
Journal of securities operations & custody
10
Cogent economics & finance
9
Journal / The Capco Institute : journal of financial transformation
9
Quantitative finance
9
Agricultural finance review
8
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
8
Debitorenrating : Bonität von Geschäftspartnern richtig einschätzen
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
International journal of finance & banking studies : JJFBS
8
International journal of finance & economics : IJFE
8
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1
Scenario design and calibration
Isogai, Takashi
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 68-79)
.
2009
Persistent link: https://www.econbiz.de/10003906127
Saved in:
2
Stress-testing credit risk : the Italian experience
Laviola, Sebastiano
;
Marcucci, Juri
;
Quagliariello, Mario
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 133-148)
.
2009
Persistent link: https://www.econbiz.de/10003906134
Saved in:
3
Stress-testing US banks using economic-value-of-equity (EVE) models
Carhill, Michael David
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 149-164)
.
2009
Persistent link: https://www.econbiz.de/10003906137
Saved in:
4
A framework for integrating different risks : the interaction between credit and interest rate risk
Sorensen, Steffen
;
Stringa, Marco
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 165-183)
.
2009
Persistent link: https://www.econbiz.de/10003906139
Saved in:
5
Stress-testing linkages between banks in the Netherlands
Lelyveld, Iman van
;
Liedorp, Franka
;
Pröpper, Marc
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 184-201)
.
2009
Persistent link: https://www.econbiz.de/10003906141
Saved in:
6
An integrated approach to stress-testing : the Austrian systemic risk monitor (SRM)
Boss, Michael
;
Krenn, Gerald
;
Puhr, Claus
;
Summer, Martin
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 202-237)
.
2009
Persistent link: https://www.econbiz.de/10003906143
Saved in:
7
From macro to micro : the French experience on credit risk stress-testing
Tiesset, Muriel
;
Martin, Clément
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 238-260)
.
2009
Persistent link: https://www.econbiz.de/10003906144
Saved in:
8
Cross-border macro stress-testing : progress and future challenges for the EU
Castrén, Olli
;
Fell, John P. C.
;
Valckx, Nico
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 278-296)
.
2009
Persistent link: https://www.econbiz.de/10003906147
Saved in:
9
Stress-testing at the IMF
Moretti, Marina
;
Stolz, Stéphanie Marie
;
Swinburne, Mark
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 297-317)
.
2009
Persistent link: https://www.econbiz.de/10003906151
Saved in:
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