1. Sudanese Banking Sector and Stress Testing. (2023). Omer, Omer Allagabo.
   In: Applied Economics and Finance.
   RePEc:rfa:aefjnl:v:10:y:2023:i:3:p:11-21.

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1. Bonti, G., M. Kalkbrener, C. Lotz and G. Stahl (2006). Credit Risk Concentrations under Stress. Journal of Credit Risk. Vol. 2 (3): 115–136.
   Paper not yet in RePEc: Add citation now
   

2. Duellmann, K., and M. Erdelmeier (2009). Crash Testing German Banks. International Journal of Central Banking. Vol. 5 No. 3: 139–175.

3. Duellmann, K., and T. Kick (2009). The Methodology of Portfolio Stress Tests for Large German Banks, mimeo.
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4. Hadad, G., S. Sorrensen, and L. Zicchino (2005). Stress Tests of UK Banks Using a VAR Approach. Bank of England, Working Paper, No. 282.

5. Hahnenstein, L. (2004). Calibrating the CreditMetrics Correlation Concept – Empirical Evidence from Germany. Financial Markets and Portfolio Management. Vol. 18 (4): 358–381.
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6. Jakubík, P. and C. Schmieder (2008). Stress Testing Credit Risk: Is the Czech Republic Different from Germany? CNB Working Paper, No. 9.

7. Kalirai, H., and M. Scheicher (2002). Macroeconomic Stress Testing: Preliminary Evidence for Austria. Financial Stability Report No. 3: 58–74.

8. Pain, D (2003). The Provisioning Experience of the Major UK banks: a Small Panel Investigation. Bank of England, Working Paper, No. 177.

9. Pesola, J. (2001). The Role of Macroeconomic Shocks in Banking Crises. Bank of Finland, Discussion Paper, No. 6.

10. Quagliariello, M. 2004. “Banks’ Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries”. The University of York, Discussion Papers in Economics, No. 2004/17.

11. Sorge, M. and K. Virlonainen 2006. “A Comparative Analysis of Macro Stress-Testing Methodologies with Application to Finland“. Journal of Financial Stability. Vol. 2: 113–151.

12. Virlonainen, K. (2004). The Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland”. Bank of Finland, Discussion Paper, No. 18.
    Paper not yet in RePEc: Add citation now
    

1. Default probabilities and default correlations under stress. (2018). Overbeck, Ludger ; Kalkbrener, Michael ; Packham, Natalie.
   In: IRTG 1792 Discussion Papers.
   RePEc:zbw:irtgdp:2018037.

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2. Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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3. Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks. (2015). Koziol, Philipp ; Busch, Ramona ; Mitrovic, Marc .
   In: Discussion Papers.
   RePEc:zbw:bubdps:232015.

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4. Liquidity Shocks Transmission to Lending Activity in the Romanian Banking System. A VAR Approach. (2015). Lovin, Horaiu .
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2015:i:2:p:48-60.

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5. Stress Test of Banks in India: A VAR Approach. (2015). Murali, Divya ; Banerjee, Sreejata .
   In: Working Papers.
   RePEc:mad:wpaper:2015-102.

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6. A long-run survival analysis of corporate liquidations in Ireland. (2015). Stuart, Rebecca ; Kelly, Robert ; Brien, Eoin .
   In: Small Business Economics.
   RePEc:kap:sbusec:v:44:y:2015:i:3:p:671-683.

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7. US bank holding companies: Structure of activities and performance through the cycles. (2015). Albert, Stephane .
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:42:y:2015:i:c:p:253-269.

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8. Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

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9. A false sense of security in applying handpicked equations for stress test purposes. (2015). Gross, Marco ; Poblacion, Javier.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20151845.

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10. Default probabilities and default correlations under stress. (2014). Packham, Natalie ; Overbeck, Ludger ; Kalkbrener, Michael .
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:211.

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11. Macro Stress-Testing Credit Risk in Romanian Banking System. (2014). Ruja, Catalin.
    In: MPRA Paper.
    RePEc:pra:mprapa:58244.

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12. Stress testing German banks against a global credit crunch. (2014). Kick, Thomas ; Dullmann, Klaus .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:28:y:2014:i:4:p:337-361.

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13. Why credit risk markets are predestined for exhibiting log-periodic power law structures. (2014). Wosnitza, Jan Henrik ; Leker, Jens.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:393:y:2014:i:c:p:427-449.

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14. Stress-testing macro stress testing: Does it live up to expectations?. (2014). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:12:y:2014:i:c:p:3-15.

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15. Bank lending procyclicality and credit quality during financial crises. (2014). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Lopez, Juan Sergio .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:142-157.

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16. Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach. (2013). Puddu, Stefano.
    In: IRENE Working Papers.
    RePEc:irn:wpaper:13-01.

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17. Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality. (2013). Turk Ariss, Rima ; Love, Inessa.
    In: Working Papers.
    RePEc:hai:wpaper:201310.

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18. Macroeconomic and bank?specific determinants of credit risk: evidence from Russia. (2013). Pestova, Anna ; Mamonov, Mikhail ; Anna, Pestova ; Mikhail, Mamonov .
    In: EERC Working Paper Series.
    RePEc:eer:wpalle:13/10e.

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19. Optimal Bank Capital. (2013). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Economic Journal.
    RePEc:ecj:econjl:v:123:y:2013:i:567:p:1-37.

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20. Bank Lending Procyclicality and Credit Quality during Financial Crises. (2013). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Lopez, Juan Sergio .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1309.

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21. Stress testing German banks against a global cost-of-capital shock. (2012). Kick, Thomas ; Duellmann, Klaus .
    In: Discussion Papers.
    RePEc:zbw:bubdps:042012.

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22. The Roots of the Banking Crisis in the New EU Member States: A Panel Regression Approach. (2012). Kavkler, Alenka ; Festic, Mejra .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2012:i:1:p:20-40.

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23. A Macroprudential Framework for Monitoring and Examining Financial Soundness. (2012). Song, Lei Lei ; Albert, Jose Ramon G., ; Schou-Zibell, Lotte .
    In: Discussion Papers.
    RePEc:phd:dpaper:dp_2012-22.

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24. A macro stress test model of credit risk for the Brazilian banking sector. (2012). Vazquez, Francisco ; Tabak, Benjamin ; Souto, Marcos .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:2:p:69-83.

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25. An MVAR framework to capture extreme events in macro-prudential stress tests. (2012). Guarda, Paolo ; Rouabah, Abdelaziz ; Theal, John .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121464.

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26. Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010. (2012). Abildgren, Kim.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121458.

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27. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic. (2012). Vojtek, Martin ; Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelita .
    In: Working Papers.
    RePEc:cnb:wpaper:2012/12.

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28. Credit Risk Stress Testing: An Exercise for Colombian Banks. (2012). Mendoza, juan ; Gutiérrez Rueda, Javier ; Cabrera, Wilmar .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:073.

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29. Macroeconomic Stress Testing and the Resilience of the Indian Banking System: A Focus on Credit Risk. (2011). Niyogi Sinha Roy, Tanima ; Bhattacharya, Basabi ; Niyogi Sinha Roy, Tanima, .
    In: MPRA Paper.
    RePEc:pra:mprapa:30263.

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30. Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012. (2011). Solntsev, Oleg ; Pestova, Anna ; Mamonov, Mikhail ; Magomedova, Z..
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2011:i:12:p:41-76.

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31. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Discussion Papers.
    RePEc:mpc:wpaper:0031.

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32. The macroeconomic sources of systemic risk in the banking sectors of five new EU member states. (2011). Kavkler, Alenka ; Repina, Sebastijan ; Festic, Mejra .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:310-322.

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33. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8333.

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34. Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework. (2011). Gray, Dale F. ; Bodie, Zvi ; Merton, Robert C..
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v15c05pp000-000.

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35. Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences. (2011). Borio, Claudio ; Drehmann, Mathias.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v15c04pp063-123.

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36. The Irish Macroeconomic Response to an External Shock with an Application to Stress Testing. (2011). Conefrey, Thomas ; Birmingham, Colin .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:10/rt/11.

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37. Relación entre el riesgo sistémico del sistema financiero y el sector real. (2011). Melo-Velandia, Luis ; Mendoza, juan ; Gutiérrez Rueda, Javier ; Cabrera, Wilmar .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:062.

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38. An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests. (2011). Guarda, Paolo ; Rouabah, Abdelaziz ; Theal, John .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp063.

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39. Droht in Deutschland eine Kreditklemme?. (2010). van Roye, Björn ; Groll, Dominik ; Dovern, Jonas ; Boysen-Hogrefe, Jens ; Scheide, Joachim .
    In: Kiel Discussion Papers.
    RePEc:zbw:ifwkdp:472-473.

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40. A Macroprudential Framework for Monitoring and Examining Financial Soundness. (2010). Song, Lei Lei ; Schou-Zibell, Lotte ; Albert, Jose Ramon .
    In: Working Papers on Regional Economic Integration.
    RePEc:ris:adbrei:0043.

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41. An econometric model to quantify benchmark downturn LGD on residential mortgages. (2010). Cornaglia, Anna ; Morone, Marco .
    In: MPRA Paper.
    RePEc:pra:mprapa:25588.

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42. How resilient is the German banking system to macroeconomic shocks?. (2010). Dovern, Jonas ; Meier, Carsten-Patrick ; Vilsmeier, Johannes.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1839-1848.

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43. Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes. (2010). Gutiérrez Rueda, Javier.
    In: VNIVERSITAS ECONÓMICA.
    RePEc:col:000416:008291.

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44. The Methodology of Stress Tests for the Kazakh Banking System. (2010). Illyasov, Didar ; Shaikh, Shynar ; Podlich, Natalia ; Tsoy, Elena .
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_85.

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45. Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes. (2010). Gutiérrez Rueda, Javier.
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:046.

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46. Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector. (2010). Rouabah, Abdelaziz ; Theal, John .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp047.

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47. Asymmetric effects of the business cycle on bank credit risk. (2009). Quagliariello, Mario ; Marcucci, Juri.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1624-1635.

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48. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:544.

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49. Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:284.

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50. Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.. (2009). Jardet, Caroline ; Avouyi-Dovi, Sanvi ; BARDOS, M. ; Kendaoui, L. ; Moquet, J..
    In: Working papers.
    RePEc:bfr:banfra:238.

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51. Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy. (2008). Pederzoli, Chiara ; Castellani, Simona.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:08014.

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52. Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63.

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53. Banking Risk Exposure. (2008). Oda, Daniel ; Alfaro, Rodrigo ; Calvo, Daniel .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:503.

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54. Un Análisis de Cointegración para el Riesgo de Crédito.. (2008). Vásquez, Diego ; Gutiérrez Rueda, Javier ; Diego M. Vasquez E., .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:035.

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55. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; missaglia, giuseppe.
    In: MPRA Paper.
    RePEc:pra:mprapa:3582.

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56. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; missaglia, giuseppe.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:007.

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57. Stress testing of the stability of the Italian banking system: a VAR approach. (2007). Filosa, Renato .
    In: Heterogeneity and monetary policy.
    RePEc:mod:modena:0703.

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58. Macroeconomic uncertainty and banks lending decisions: The case of Italy. (2007). Quagliariello, Mario.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_615_07.

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59. Fundamentals-Based Estimation of Default Probabilities - A Survey. (2006). Chan-Lau, Jorge A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/149.

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60. Modelling Scenario Analysis and Macro Stress-testing. (2006). Hoeberichts, Marco ; End, Jan Willem.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:119.

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61. Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector. (2006). Misina, Miroslav ; Dey, Shubhasis ; Tessier, David .
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-47.

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