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Bulgaria : financial sector assessment program : technical note : risk assessment and stress tests of the banking system

Internationaler Währungsfonds - 2017

This Technical Note discusses results of risk assessment and stress tests (ST) of the banking system in Bulgaria. ST results reveal that the Bulgarian banking system is vulnerable to the extreme realization of internal and external risks coupled with the need to clean the balance sheets from...

Persistent link: https://www.econbiz.de/10011698083

European bank stress test and sovereign exposures

Gerhardt, Maria; Vander Vennet, Rudi - In: Applied economics letters 24 (2017) 13/15, pp. 972-976

Persistent link: https://www.econbiz.de/10011715398

Assessing the financial performance of European banks under stress testing scenarios : a multicriteria approach

Doumpos, Michael; Zopounidis, Constantin; Fragiadakis, … - In: Operational research : an international journal 16 (2016) 2, pp. 197-209

Persistent link: https://www.econbiz.de/10011723864

Stress test on market risk : sensitivity of banks' balance sheet structure to interest rate shocks

Martínez S., Juan F.; Oda Z., Daniel A. - In: Economía chilena 20 (2017) 1, pp. 80-98

Persistent link: https://www.econbiz.de/10011667814

The Palgrave handbook of unconventional risk transfer

Pompella, Maurizio (ed.); Scordis, Nicos A. (ed.) - 2017

Persistent link: https://www.econbiz.de/10011668785

How safe are central counterparties in derivatives markets?

Paddrik, Mark; Young, H. Peyton - 2017

Persistent link: https://www.econbiz.de/10011669719

Opinion: beyond country risk : a comprehensive approach to address banks' vulnerabilities

De Felice, Gregorio - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 45-47

Persistent link: https://www.econbiz.de/10011670639

Underdetermination and variability of the results in macro-to-micro stress tests : a machine learning approach

Denev, Alexander; Angelini, Orazio - In: Journal of risk management in financial institutions 10 (2016/2017) 2, pp. 130-149

Persistent link: https://www.econbiz.de/10011670662

Praktikerhandbuch Stresstesting

Geiersbach, Karsten; Prasser, Stefan; Baumgarten, Daniel; … - 2017 - 3. Auflage

Persistent link: https://www.econbiz.de/10011770443

Bank risk dynamics where assets are risky debt claims

Peleg-Lazar, Sharon; Raviv, Alon - In: European financial management : the journal of the … 23 (2017) 1, pp. 3-31

Persistent link: https://www.econbiz.de/10011713413

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