Similar Search Results - EconBiz

Macroprudential stress tests : a reduced-form approach to quantifying systemic risk losses

Alla, Zineddine; Espinoza, Raphael A.; Li, Qiaoluan H.; … - 2018

We present a novel approach that incorporates individual entity stress testing and losses from systemic risk effects (SE losses) into macroprudential stress testing. SE losses are measured using a reduced-form model to value financial entity assets, conditional on macroeconomic stress and the...

Persistent link: https://www.econbiz.de/10011932566

Latent fragility : conditioning banks' joint probability of default on the financial cycle

Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - In: Journal of international money and finance 146 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015075903

Financial globalisation, derivatives, volatility, and the challenge for the policies of central banks

Goodhart, Charles A. E. - In: The emerging framework of financial regulation, (pp. 255-285). 1998

Persistent link: https://www.econbiz.de/10001300841

Bankers and risk

Goodhart, Charles - In: Framing financial structure in an information environment, (pp. 37-43). 2003

Persistent link: https://www.econbiz.de/10001761026

Financial globalization, derivatives, volatility, and the challenge for the policies of central banks

Goodhart, Charles A. E.; Crockett, Andrew - In: Monetary policy in an integrated world economy : …, (pp. 61-90). 1996

Persistent link: https://www.econbiz.de/10001318796

Operational risk

Goodhart, Charles A. E. - 2001

Persistent link: https://www.econbiz.de/10001619186

A model to analyse financial fragility

Goodhart, Charles A. E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001835057

Financial globalisation, derivatives, volatility and the challenge for the policies of central banks

Goodhart, Charles A. E. - 1995

Persistent link: https://www.econbiz.de/10000612642

A model to analyse financial fragility : applications

Goodhart, Charles A. E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001984058

A model analyse financial fragility

Goodhart, Charles A. E.; Tosomocos, Dimitrios P.; … - 2004

Persistent link: https://www.econbiz.de/10002441600

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