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Stress-testing the banking system : methodologies and applications
Quagliariello, Mario, (2009)
Pandemic Crises in Financial Systems : A Simulation-Model to Complement Stress-Testing Frameworks
Idier, Julien, (2017)
Stress-Testing Portfolio-Specific Risk
Fink, Jason, (2019)
Does macroeconomy affect bank stability? : a review of the empirical evidence
Quagliariello, Mario, (2008)
Bank lending under Basel 2 : does cyclically really matter?