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COVID-19 as a stress test : assessing the bank regulatory framework
Duncan, Elizabeth; Horvath, Akos; Iercosan, Diana; … - In: Journal of financial stability 61 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013461006
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On the accuracy of alternative approaches for calibrating bank stress test models
Kupiec, Paul H. - In: Journal of financial stability 38 (2018), pp. 132-146
Persistent link: https://www.econbiz.de/10012159690
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Policy uncertainty and bank stress testing
Kupiec, Paul H. - In: Journal of financial stability 51 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012431753
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Macroprudential stress testing of credit risk : a practical approach for policy makers
Buncic, Daniel; Melecký, Martin - In: Journal of financial stability 9 (2013) 3, pp. 347-370
Persistent link: https://www.econbiz.de/10010237079
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Stress tests and asset quality reviews of banks : a policy announcement tool
Lazzari, Valter; Vena, Luigi; Venegoni, Andrea - In: Journal of financial stability 32 (2017), pp. 86-98
Persistent link: https://www.econbiz.de/10011877648
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From stress testing to systemic stress testing : The importance of macroprudential regulation
Vodenska, Irena; Aoyama, Hideaki; Becker, Alexander P.; … - In: Journal of financial stability 52 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012745421
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Special issue: network models, stress testing and other tools for financial stability monitoring and macroprudential policy design and implementation
Martínez Jaramillo, Serafín (ed.); Battiston, Stefano (ed.) - 2018
Persistent link: https://www.econbiz.de/10012156865
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An integrated macroprudential stress test of bank liquidity and solvency
Bakoush, Mohamed; Gerding, Enrico; Mishra, Tapas; … - In: Journal of financial stability 60 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013455971
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Stress testing OTC derivatives : clearing reforms and market frictions
Casu, Barbara; Kalotychou, Elena; Katsoulis, Petros - In: Journal of financial stability 77 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015323993
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Ring fencing and consolidated banks' stress tests
Cerutti, Eugenio M.; Schmieder, Christian - In: Journal of financial stability 11 (2014), pp. 1-12
Persistent link: https://www.econbiz.de/10010460174