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Search: subject:"CCAR"
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Bank risk
20
Bankrisiko
20
CCAR
19
Credit risk
19
Kreditrisiko
19
Risk management
16
Risikomanagement
15
Stress test
15
Stresstest
15
Basel Accord
13
Basler Akkord
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8
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stress testing
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7
Portfolio selection
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credit risk
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Forecasting model
6
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6
model risk
6
Bank
5
Comprehensive Capital Analysis and Review (CCAR)
5
Bankenaufsicht
4
Banking supervision
4
DFAST
4
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4
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Risk
4
financial crisis
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Bank regulation
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Jacobs, Michael <Jr.>
5
Canabarro, Eduardo Antonio Duarte
2
Haughwout, Andrew
2
Morgan, Donald P.
2
Neubauer, Michael
2
Pinkovskiy, Maxim
2
Schuermann, Til
2
Sensenbrenner, Frank J.
2
Yang, Bill Huajian
2
Acharya, Viral V.
1
Ahmed, Shamim
1
Berger, Allen N.
1
Braouezec, Yann
1
Breeden, Joseph L
1
Calem, Paul Seth
1
Canals-Cerdá, José
1
Canals-Cerdá, José J.
1
Chan, Lina
1
Chen, Colin
1
Chen, Heng Z.
1
Chevapatrakul, Thanaset
1
Correa, Ricardo
1
Du, Zunwei
1
Duane, Michael
1
Dudley, William
1
Fares, Ziad
1
Genest, benoit
1
Gombert, Arnault
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Gutiérrez Gallardo, Germán
1
Hill, Jon R.
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Karagozoglu, Ahmet K.
1
Klaauw, Wilbert van der
1
Lambertini, Luisa
1
Lee, Seung Jung
1
McPhail, Joseph E.
1
McPhail, Lihong Lu
1
Mitic, Peter
1
Mukherjee, Abhik
1
Nguyen, Thach Vu Hong
1
Onali, Enrico
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Federal Reserve Bank of New York
1
International Monetary Fund (IMF)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Journal of risk management in financial institutions
6
The journal of risk model validation
5
European journal of operational research : EJOR
1
FRB International Finance Discussion Paper
1
Finance research letters
1
IMF Working Papers
1
International finance discussion papers
1
International journal of financial engineering
1
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Management for Professionals
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
26
RePEc
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EconStor
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subject:"cvar"
(8,657 results)
1
Nonconforming preferences : jumbo mortgage lending and large bank stress tests
Haughwout, Andrew
;
Morgan, Donald P.
;
Neubauer, Michael
; …
-
2022
the Comprehensive Capital Analysis and Review (
CCAR
) stress tests, and that financial regulation caused
CCAR
…
Persistent link: https://www.econbiz.de/10013363255
Saved in:
2
Nonconforming preferences: Jumbo mortgage lending and large bank stress tests
Haughwout, Andrew
;
Morgan, Donald P.
;
Neubauer, Michael
; …
-
2022
the Comprehensive Capital Analysis and Review (
CCAR
) stress tests, and that financial regulation caused
CCAR
…
Persistent link: https://www.econbiz.de/10013432959
Saved in:
3
Model risk management in stress testing : the road up to here
Canabarro, Eduardo Antonio Duarte
- In:
Journal of risk management in financial institutions
17
(
2024
)
4
,
pp. 370-382
Persistent link: https://www.econbiz.de/10015108308
Saved in:
4
Practical Credit Risk and Capital Modeling, and Validation : CECL, Basel Capital,
CCAR
, and Credit Scoring with Examples
Chen, Colin
-
2024
Techniques -- Allowance for Credit Loss and CECL -- Capital Management and Risk Weighted Asset -- Stress Test and
CCAR
… Capital and Comprehensive Capital Analysis and Review (
CCAR
) procedures. It describes how credit risk modeling, capital …
Persistent link: https://www.econbiz.de/10014524754
Saved in:
5
Can we take the "stress" out of stress testing? : applications of generalized structural equation modeling to consumer finance
Canals-Cerdá, José J.
-
2021
Persistent link: https://www.econbiz.de/10012431676
Saved in:
6
Stress tests and loan pricing : evidence from syndicated loans
Lambertini, Luisa
;
Mukherjee, Abhik
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341337
Saved in:
7
Can we take the "stress" out of stress testing? : applications of generalized structural equation modeling to consumer finance
Canals-Cerdá, José
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014540562
Saved in:
8
Correlations in operational risk stress testing : use and abuse
Mitic, Peter
- In:
The journal of operational risk
17
(
2022
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014546262
Saved in:
9
A comparison of methodologies in the stress testing of credit risk : alternative scenario and dependency constructs
Jacobs, Michael <Jr.>
;
Sensenbrenner, Frank J.
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 294-324
Persistent link: https://www.econbiz.de/10012156630
Saved in:
10
An interpretable Comprehensive Capital Analysis and Review (
CCAR
) neural network model for portfolio loss forecasting and stress testing
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 141-161
Persistent link: https://www.econbiz.de/10012816950
Saved in:
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