Assessing the financial performance of European banks under stress testing scenarios : a multicriteria approach
Year of publication: |
July 2016
|
---|---|
Authors: | Doumpos, Michael ; Zopounidis, Constantin ; Fragiadakis, Pantelis |
Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 16.2016, 2, p. 197-209
|
Subject: | Banking | Stress tests | Financial risk management | Multicriteria decision aid | Robustness | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Stresstest | Stress test | Risikomanagement | Risk management | Bank | Bankrisiko | Bank risk | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Frühwarnsystem | Early warning system | Finanzsektor | Financial sector | Betriebliche Finanzwirtschaft | Managerial finance |
-
A top-down approach to stress-testing banks
Kapinos, Pavel, (2016)
-
Ding, Xiaodan, (2022)
-
Macrofinancial stress testing on Australian banks
Garvin, Nicholas, (2022)
- More ...
-
Preference disaggregation methodology in segmentation problems : the case of financial distress
Zopounidis, Constantin, (1997)
-
A multicriteria discrimination method for the prediction of financial distress : the case of Greece
Doumpos, Michael, (1999)
-
Voulgaris, Fotini, (2001)
- More ...