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isPartOf:"Stress-testing the banking system : methodologies and applications"
~isPartOf:"Journal of risk management in financial institutions"
~subject:"Finanzsystem"
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Stress-testing the banking system : methodologies and applications
Journal of risk management in financial institutions
IMF country report
10
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4
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Banking system stress testing and COVID-19 : a first summary appraisal
Henry, Jérôme
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10012504462
Saved in:
2
Parallel, rather than "shadow", banking system
Batchvarov, Alexander
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
4
,
pp. 346-351
Persistent link: https://www.econbiz.de/10010227166
Saved in:
3
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:
4
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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5
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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6
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:
7
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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8
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
Saved in:
9
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
Saved in:
10
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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