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Dynamic stress testing : the framework for assessing the resilience of the banking sector used by the Czech National Bank

Geršl, Adam; Jakubík, Petr; Konečný, Tomáš; … - In: Finance a úvěr 63 (2013) 6, pp. 505-536

Persistent link: https://www.econbiz.de/10010244907

Retail credit stress testing using a discretee hazard model with macroeconomic factors

Bellotti, Tony; Crook, Jonathan N. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 340-350

Persistent link: https://www.econbiz.de/10010251708

The adoption of stress testing : why the Basel capital measures were not enough

Wall, Larry D. - 2013

The Basel capital adequacy ratios lost credibility with financial markets during the crisis. This paper argues that failure was the result of the reliance of the Basel standards on overstated asset values in reported equity capital. The United States' stress tests were able to assist in...

Persistent link: https://www.econbiz.de/10010209147

Stress testing banks

Schuermann, Til; Wyman, Oliver - 2012

Persistent link: https://www.econbiz.de/10009625206

D'Cruz, Noel; Crippa, Davide - In: Global credit review 2 (2012) 2, pp. 39-52

Persistent link: https://www.econbiz.de/10009657003

ROM simulation : applications to stress testing and VaR

Alexander, Carol; Ledermann, Daniel - 2012

Persistent link: https://www.econbiz.de/10009722161

Systematic stress tests with entropic plausibility constraints

Breuer, Thomas; Csiszár, Imre - In: Journal of banking & finance 37 (2013) 5, pp. 1552-1559

Persistent link: https://www.econbiz.de/10009729051

Stress - testing in banking

Drobnjaković, Maja R. - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 59 (2013) 1, pp. 253-260

Persistent link: https://www.econbiz.de/10009716754

Will the stress tests for banks improve the stability of financial markets?

Schäfer, Dorothea - In: Intereconomics : review of European economic policy 45 (2010) 4, pp. 194-195

Persistent link: https://www.econbiz.de/10009663839

Stress testing for insolvency

Wolf, Frank; Carlo, Gerardo; Peters, William M. - 2014

Persistent link: https://www.econbiz.de/10010371644

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