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An integrated approach to stress-testing : the Austrian systemic risk monitor (SRM)

Boss, Michael; Krenn, Gerald; Puhr, Claus; Summer, Martin - In: Stress-testing the banking system : methodologies and …, (pp. 202-237). 2009

Persistent link: https://www.econbiz.de/10003906143

Stress testing the Austrian banking system

Boss, Michael; Krenn, Gerald; Schwaiger, Markus; … - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 52 (2004) 11, pp. 841-856

Persistent link: https://www.econbiz.de/10009082505

Stress testing the Austrian banking system

Boss, Michael; Krenn, Gerald; Schwaiger, Markus; … - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 52 (2004) 11, pp. 841-856

Persistent link: https://www.econbiz.de/10002437639

Modeling credit risk through the Austrian business cycle : an update of the OeNB model

Boss, Michael; Fenz, Gerhard; Pann, Johannes; Puhr, Claus; … - In: Finanzmarktstabilitätsbericht 17 (2009), pp. 92-108

Persistent link: https://www.econbiz.de/10009954223

Modeling credit risk through the Austrian business cycle : an update of the OeNB model

Boss, Michael; Fenz, Gerhard; Pann, Johannes; Puhr, Claus; … - In: Finanzmarktstabilitätsbericht 17 (2009), pp. 92-108

Persistent link: https://www.econbiz.de/10003860876

Next Generation System-Wide Liquidity Stress Testing

Puhr, Claus - 2003

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module to assess risks arising from maturity transformation and rollover risks,...

Persistent link: https://www.econbiz.de/10014396822

Stress tests, maximum loss, and value at risk

Breuer, Thomas; Krenn, Gerald; Pistovcak, Filip - In: Regulierung oder Deregulierung der Finanzmärkte : mit …, (pp. 301-313). 2002

Persistent link: https://www.econbiz.de/10001681403

Macroeconomic, market and bank-specific determinants of the net interest margin in Austria

Gunter, Ulrich; Krenn, Gerald; Sigmund, Michael - In: Financial stability report 25 (2013), pp. 87-101

Persistent link: https://www.econbiz.de/10010356051

Risk-bearing capacity of households : linking micro-level data to the macroprudential toolkit

Albacete, Nicolás; Eidenberger, Judith; Krenn, Gerald; … - In: Financial stability report 27 (2014), pp. 95-110

Persistent link: https://www.econbiz.de/10010385387

How do macroeconomic and bank-specific variables influence profitability in the Austrian banking sector? : evidence from a panel vector autoregression analysis

Sigmund, Michael; Gunter, Ulrich; Krenn, Gerald - In: Economic notes : economic review of Banca Monte dei … 46 (2017) 3, pp. 555-585

Persistent link: https://www.econbiz.de/10011945941