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isPartOf:"Stress-testing the banking system : methodologies and applications"
~subject:"Finanzsystem"
~subject:"Kreditrisiko"
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Stress-testing the banking system : methodologies and applications
Journal of banking & finance
24
Journal of financial stability
19
IMF working papers
13
Working paper series / European Central Bank
13
IMF country report
12
Journal of risk management in financial institutions
12
Journal of financial intermediation
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Journal of banking regulation
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Die Bank
7
Discussion paper / Centre for Economic Policy Research
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7
Journal of financial services research : JFSR
7
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6
The journal of risk model validation
6
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
5
IMF working paper
5
International journal of economics and financial issues : IJEFI
5
International review of financial analysis
5
Journal of accounting & economics
5
Journal of financial economics
5
Journal of financial regulation
5
Journal of financial regulation and compliance : an international journal
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Bank of Finland Research Discussion Paper
4
Bruegel policy contribution
4
CFS working paper series
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DNB working paper
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FSI insights on policy implementation
4
Finance and economics discussion series
4
Finanzmarktstabilitätsbericht
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Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Journal of money, credit and banking : JMCB
4
Journal of securities operations & custody
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NBER working paper series
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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
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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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