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Drehmann, Mathias
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Alessandri, Piergiorgio
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Nikolaou, Kleopatra
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Sorensen, Steffen
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Stringa, Marco
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Journal of banking & finance
BIS quarterly review : international banking and financial market developments
17
BIS Working Paper
14
Working papers / Bank for International Settlements
9
BIS working papers
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BIS Quarterly Review
7
BIS Working Papers
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International journal of central banking : IJCB
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Economic policy : a European forum
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Documentos de trabajo Banco Central de Chile
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International journal of industrial organization
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Journal of Banking & Finance
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Quantifying systemic risk
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Sveriges Riksbank economic review
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The American economic review
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BIS Quarterly Review September 2015
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Central Banking, Analysis, and Economic Policies Book Series
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1
Funding liquidity risk : definition and measurement
Drehmann, Mathias
;
Nikolaou, Kleopatra
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2173-2182
Persistent link: https://www.econbiz.de/10009760713
Saved in:
2
Funding liquidity risk: Definition and measurement
Drehmann, Mathias
;
Nikolaou, Kleopatra
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2173-2182
Persistent link: https://www.econbiz.de/10010112257
Saved in:
3
The integrated impact of credit and interest rate risk on banks : a dynamic framework and stress testing application
Drehmann, Mathias
;
Sorensen, Steffen
;
Stringa, Marco
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 713-729
Persistent link: https://www.econbiz.de/10003966040
Saved in:
4
An economic capital model integrating credit and interest rate risk in the banking book
Alessandri, Piergiorgio
;
Drehmann, Mathias
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 730-742
Persistent link: https://www.econbiz.de/10003966042
Saved in:
5
Market conditions, default risk and credit spreads
Alessandri, Piergiorgio
;
Drehmann, Mathias
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 724-735
Persistent link: https://www.econbiz.de/10008382238
Saved in:
6
Recovery rates, default probabilities, and the credit cycle
Drehmann, Mathias
;
Sorensen, Steffen
;
Stringa, Marco
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 713-724
Persistent link: https://www.econbiz.de/10008382239
Saved in:
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