Making sense of the EU-wide stress test : comparing SRISK and the ECB/EBA measures of bank vulnerability
Year of publication: |
2017
|
---|---|
Authors: | Homar, Timotej ; Kick, Heinrich ; Salleo, Carmelo |
Published in: |
Preparing for the next financial crisis : policies, tools and models. - Cambridge : Cambridge University Press, ISBN 978-1-107-18559-3. - 2017, p. 108-138
|
Subject: | EU-Staaten | EU countries | Stresstest | Stress test | Bank | Risikomanagement | Risk management | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Messung | Measurement |
-
European bank stress test and sovereign exposures
Gerhardt, Maria, (2017)
-
Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk
Dissem, Sonia, (2020)
-
Systemrelevante Finanzinstitute : Systemrisiko und Regulierung im europäischen Kontext
Kleinow, Jacob, (2016)
- More ...
-
What drives forbearance : evidence from the ECB Comprehensive Assessment
Homar, Timotej, (2015)
-
Making sense of the EU wide stress test : a comparison with the SRISK approach
Homar, Timotej, (2016)
-
What Drives Forbearance – Evidence from the ECB Comprehensive Assessment
Homar, Timotej, (2015)
- More ...