Narrow search
Showing 1 - 7 of 7
Cover Image
Macro-financial stress testing : principles and practices
Oura, Hiroko; Schumacher, Liliana; Chan-Lau, Jorge A.; … - In: Stress testing : principles, concepts, and frameworks, (pp. 11-54). 2020
Persistent link: https://www.econbiz.de/10012372929
Cover Image
Ring-fencing and consolidated banks' stress tests
Cerutti, Eugenio; Schmieder, Christian - In: Stress testing : principles, concepts, and frameworks, (pp. 101-117). 2020
Persistent link: https://www.econbiz.de/10012372996
Cover Image
Rules of thumb for bank solvency stress testing
Hardy, Daniel C. L.; Schmieder, Christian - In: Stress testing : principles, concepts, and frameworks, (pp. 119-154). 2020
Persistent link: https://www.econbiz.de/10012372999
Cover Image
A new heuristic measure of fragility and tail risks : application to stress testing
Taleb, Nassim Nicholas; Canetti, Elie; Kinda, Tidiane; … - In: Stress testing : principles, concepts, and frameworks, (pp. 261-276). 2020
Persistent link: https://www.econbiz.de/10012373006
Cover Image
How to capture macro-financial spillover effects in stress tests
Hesse, Heiko; Salman, Ferhan; Schmieder, Christian - In: Stress testing : principles, concepts, and frameworks, (pp. 277-297). 2020
Persistent link: https://www.econbiz.de/10012373007
Cover Image
Macroprudential bank solvency stress testing in FSAPs for systemically important financial systems
Jobst, Andreas A.; Ong, Li Lian; Schmieder, Christian - In: Stress testing : principles, concepts, and frameworks, (pp. 365-402). 2020
Persistent link: https://www.econbiz.de/10012373017
Cover Image
Macroprudential liquidity stress testing in FSAPs for systemically important financial systems
Jobst, Andreas A.; Ong, Li Lian; Schmieder, Christian - In: Stress testing : principles, concepts, and frameworks, (pp. 403-444). 2020
Persistent link: https://www.econbiz.de/10012373020