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isPartOf:"Stress-testing the banking system : methodologies and applications"
~isPartOf:"A VoxEU.org book"
~subject:"Finanzsystem"
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Stress-testing the banking system : methodologies and applications
A VoxEU.org book
IMF country report
10
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Bank of Japan working paper series
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Bank restructuring and resolution
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Bank- und finanzwirtschaftliche Forschungen
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Banking and banking developments
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Banking business in Germany : an overview
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Banks and bank systems : international research journal
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Banking union for Europe : risks and challenges
Beck, Thorsten
(
contributor
);
Acharya, Viral V.
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009690489
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2
A framework for assessing financial stability
Trapanese, Maurizio
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 7-16)
.
2009
Persistent link: https://www.econbiz.de/10003906113
Saved in:
3
Macroeconomic stress-testing : definitions and main components
Quagliariello, Mario
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 18-36)
.
2009
Persistent link: https://www.econbiz.de/10003906124
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4
Macroeconomic stress-testing banks : a survey of methodologies
Drehmann, Mathias
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003906126
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5
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:
6
Risk aggregation and economic capital
Tola, Vincenzo
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 80-98)
.
2009
Persistent link: https://www.econbiz.de/10003906128
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7
Data needs for stress-testing
Cannata, Francesco
;
Krüger, Ulrich
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 99-116)
.
2009
Persistent link: https://www.econbiz.de/10003906131
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8
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
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9
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
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10
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
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