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~person:"Sorensen, Steffen"
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Sorensen, Steffen
Memmel, Christoph
26
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12
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12
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Journal of banking & finance
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Stress-testing the banking system : methodologies and applications
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ECONIS (ZBW)
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1
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:
2
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:
3
El impacto integrado del riesgo de crédito y de tasa de interés bancarios : una perspectiva de valor económico y suficiencia de capital
Drehmann, Mathias
;
Sorensen, Steffen
;
Stringer, Marco
- In:
Monetaria
32
(
2009
)
1
,
pp. 63-115
Persistent link: https://www.econbiz.de/10003947891
Saved in:
4
The integrated impact of credit and interest rate risk on banks : an economic value and capital adequacy perspective
Drehmann, Mathias
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003616066
Saved in:
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