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isPartOf:"Stress-testing the banking system : methodologies and applications"
~subject:"Finanzkrise"
~subject:"Finanzsystem"
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Stress-testing the banking system : methodologies and applications
IMF working papers
32
Journal of financial stability
32
Journal of banking & finance
22
Journal of risk management in financial institutions
22
Journal of banking regulation
19
NBER working paper series
18
NBER Working Paper
16
Working paper series / European Central Bank
16
IMF country report
15
Working paper / National Bureau of Economic Research, Inc.
15
Discussion papers / CEPR
12
IMF working paper
12
Journal of international money and finance
11
Journal of money, credit and banking : JMCB
10
SpringerLink / Bücher
10
Journal of financial intermediation
9
Marrying the macro- and microprudential dimensions of financial stability
9
Occasional paper series / European Central Bank
9
Paolo Baffi Centre Research Paper
9
Staff working paper / Bank of Canada
9
Time for a visible hand : lessons from the 2008 world financial crisis
9
Journal of financial economic policy
8
Policy research working paper : WPS
8
Discussion paper
7
Discussion paper / Centre for Economic Policy Research
7
Finance and economics discussion series
7
Financial stability report
7
IMF Working Papers
7
Journal of international financial markets, institutions & money
7
New political economy
7
Staff reports / Federal Reserve Bank of New York
7
Staff working papers / Bank of England
7
Applied economics letters
6
BIS working papers
6
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
Credit and capital markets : Kredit und Kapital
6
ECB Occasional Paper
6
IMF Working Paper
6
Journal of financial economics
6
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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:
2
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
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
6
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:
7
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:
8
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
Saved in:
9
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
Saved in:
10
Stress-testing linkages between banks in the Netherlands
Lelyveld, Iman van
;
Liedorp, Franka
;
Pröpper, Marc
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 184-201)
.
2009
Persistent link: https://www.econbiz.de/10003906141
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