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Counterparty risk management : [measuring, pricing and regulation]

Canabarro, Eduardo Antonio Duarte (contributor) - 2014

Persistent link: https://www.econbiz.de/10011783889

Are stress tests beauty contests? : (and what we can do about it)

Quagliariello, Mario - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 126-134

Persistent link: https://www.econbiz.de/10012250019

How demanding and consistent is the 2018 stress test design in comparison to previous exercises? : banking union scrutiny

Haselmann, Rainer; Wahrenburg, Mark - 2018

We provide an assessment of the design and calibration of the 2018 EU-wide stress test. The adverse scenario for the 2018 stress test is more severe than for previous stress tests in terms of the assumed GDP decline in the EU area. However, the test is less severe in terms of the losses that...

Persistent link: https://www.econbiz.de/10011895471

Macroprudential stress test of the euro area banking system

Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019

results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …

Persistent link: https://www.econbiz.de/10012033284

Stress testing and bank efficiency : evidence from Europe

Hasan, Iftekhar; Pasiouras, Fotios - In: International journal of corporate finance and … 2 (2015) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10011514624

Do stress tests matter? : a stury on the impact of the disclosure of stress test results on European financial stocks and CDS markets

Alves, Carlos; Mendes, Victor; Silva, Paulo Pereira da - In: Applied economics 47 (2015) 10/12, pp. 1213-1229

Persistent link: https://www.econbiz.de/10010486256

Stress testing European banks : lessons for risk managers

Haben, Piers; Friedrich, Benjamin - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 264-276

Persistent link: https://www.econbiz.de/10011443585

Stress testing European banks

Hardy, Daniel C. L.; Hesse, Heiko - In: From fragmentation to financial integration in Europe, (pp. 319-334). 2014

Persistent link: https://www.econbiz.de/10010356254

The impact of earnings management and the economic cycle on stress test results

Labatut Serer, Gregorio; Bustos-Contell, Elisabeth; … - In: Research handbook on financial accounting, (pp. 45-61). 2024

Persistent link: https://www.econbiz.de/10014474901

Assessing the financial and informational role of supervisory stress tests : EU-wide 2018 stress test vis-à-vis EU-wide 2021 stress test

Karakostas, Dimitrios; Tsakalos, Ioannis; Fassas, Athanasios - In: Journal of financial regulation and compliance 31 (2023) 4, pp. 397-419

Persistent link: https://www.econbiz.de/10014334447

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