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~person:"Casellina, Simone"
~person:"Lehnert, Andreas"
~subject:"Banking supervision"
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Casellina, Simone
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Applying the pre-commitment approach to bottom up stress tests : a new old story
Casellina, Simone
;
Pandolfo, Giuseppe
;
Quagliariello, Mario
-
2020
Stress tests have become a key tool for banks, supervisors and macro prudential authorities. An aspect of these exercises is the need for statistical models to obtain risk measurements under an adverse scenario and a fundamental question is who should develop such models. If models are developed...
Persistent link: https://www.econbiz.de/10012151113
Saved in:
2
Applying the Pre-Commitment Approach to bottom-up stress tests : a new old story
Casellina, Simone
;
Pandolfo, Giuseppe
;
Quagliariello, Mario
- In:
Journal of economics & business
112
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518297
Saved in:
3
Supervisory stress tests
Hirtle, Beverly J.
;
Lehnert, Andreas
-
2014
modeling decisions, which has not received as much attention as scenario design, disclosure or other
stress
test
design choices. …
Persistent link: https://www.econbiz.de/10010423814
Saved in:
4
Supervisory Stress Tests
Hirtle, Beverly
-
2014
modeling decisions, which has not received as much attention as scenario design, disclosure or other
stress
test
design choices …
Persistent link: https://www.econbiz.de/10013044327
Saved in:
5
Supervisory stress tests
Hirtle, Beverly J.
;
Lehnert, Andreas
- In:
Annual review of financial economics
7
(
2015
),
pp. 339-355
Persistent link: https://www.econbiz.de/10011567579
Saved in:
6
Supervisory Stress Tests
Hirtle, Beverly
-
2015
as scenario design, disclosure, or other
stress
test
design choices …
Persistent link: https://www.econbiz.de/10013010391
Saved in:
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