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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~language:"eng"
~subject:"Credit risk"
~subject:"EU countries"
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Credit risk
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Bankenaufsicht
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Banking supervision
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Stress test
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Bank risk
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Acharya, Viral V.
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Engle, Robert F.
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Pierret, Diane
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Camara, Boubacar
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Niepmann, Friederike
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Pessarossi, Pierre
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Discussion paper / Centre for Economic Policy Research
Journal of risk management in financial institutions
14
Working paper series / European Central Bank
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Journal of financial stability
10
IMF working papers
8
Discussion paper
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Discussion papers / CEPR
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IMF Working Paper
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Journal of banking & finance
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Finance research letters
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Handbook of financial stress testing
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Occasional paper series / European Central Bank
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ECB Occasional Paper
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Economic & financial modelling : a journal of the European Economics and Financial Centre
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Journal of central banking theory and practice
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Journal of economic dynamics & control
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Journal of financial regulation
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Journal of international financial markets, institutions & money
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NBER working paper series
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Staff reports / Federal Reserve Bank of New York
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The European journal of finance
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The journal of financial market infrastructures
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The journal of risk model validation
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Applied economics letters
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Deutsche Bundesbank Discussion Paper
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Economic modelling
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Finance and economics discussion series
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IES working paper
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IMF country report
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Journal of banking regulation
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Journal of financial services research : JFSR
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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Journal of securities operations & custody
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MNB occasional papers
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Modeling your stress away
Niepmann, Friederike
;
Stebunovs, Viktors
-
2018
Persistent link: https://www.econbiz.de/10011860939
Saved in:
2
Backtesting European stress tests
Philippon, Thomas
;
Pessarossi, Pierre
;
Camara, Boubacar
-
2017
Persistent link: https://www.econbiz.de/10011621750
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
4
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
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