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1. Liquidity Shocks Transmission to Lending Activity in the Romanian Banking System. A VAR Approach. (2015). Lovin, Horaiu .
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2. Stress Test of Banks in India: A VAR Approach. (2015). Murali, Divya ; Banerjee, Sreejata .
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3. A long-run survival analysis of corporate liquidations in Ireland. (2015). Stuart, Rebecca ; Kelly, Robert ; Brien, Eoin .
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4. US bank holding companies: Structure of activities and performance through the cycles. (2015). Albert, Stephane .
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5. 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.
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6. Bank lending procyclicality and credit quality during financial crises. (2014). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Lopez, Juan Sergio .
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7. Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach. (2013). Puddu, Stefano.
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8. Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality. (2013). Turk Ariss, Rima ; Love, Inessa.
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9. Macroeconomic and bank?specific determinants of credit risk: evidence from Russia. (2013). Pestova, Anna ; Mamonov, Mikhail ; Anna, Pestova ; Mikhail, Mamonov .
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10. Optimal Bank Capital. (2013). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Economic Journal.
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11. 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.
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12. The Roots of the Banking Crisis in the New EU Member States: A Panel Regression Approach. (2012). Kavkler, Alenka ; Festic, Mejra .
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13. A Macroprudential Framework for Monitoring and Examining Financial Soundness. (2012). Song, Lei Lei ; Albert, Jose Ramon G., ; Schou-Zibell, Lotte .
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14. An MVAR framework to capture extreme events in macro-prudential stress tests. (2012). Guarda, Paolo ; Rouabah, Abdelaziz ; Theal, John .
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15. 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.
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16. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic. (2012). Vojtek, Martin ; Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelita .
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17. Credit Risk Stress Testing: An Exercise for Colombian Banks. (2012). Mendoza, juan ; Gutiérrez Rueda, Javier ; Cabrera, Wilmar .
    In: Temas de Estabilidad Financiera.
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18. 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, .
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19. 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..
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20. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
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21. The macroeconomic sources of systemic risk in the banking sectors of five new EU member states. (2011). Kavkler, Alenka ; Repina, Sebastijan ; Festic, Mejra .
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22. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
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23. Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework. (2011). Gray, Dale F. ; Bodie, Zvi ; Merton, Robert C..
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24. 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.
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25. The Irish Macroeconomic Response to an External Shock with an Application to Stress Testing. (2011). Conefrey, Thomas ; Birmingham, Colin .
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26. 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.
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27. An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests. (2011). Guarda, Paolo ; Rouabah, Abdelaziz ; Theal, John .
    In: BCL working papers.
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28. Droht in Deutschland eine Kreditklemme?. (2010). van Roye, Björn ; Groll, Dominik ; Dovern, Jonas ; Boysen-Hogrefe, Jens ; Scheide, Joachim .
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29. A Macroprudential Framework for Monitoring and Examining Financial Soundness. (2010). Song, Lei Lei ; Schou-Zibell, Lotte ; Albert, Jose Ramon .
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30. An econometric model to quantify benchmark downturn LGD on residential mortgages. (2010). Cornaglia, Anna ; Morone, Marco .
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31. How resilient is the German banking system to macroeconomic shocks?. (2010). Dovern, Jonas ; Meier, Carsten-Patrick ; Vilsmeier, Johannes.
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32. Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes. (2010). Gutiérrez Rueda, Javier.
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33. The Methodology of Stress Tests for the Kazakh Banking System. (2010). Illyasov, Didar ; Shaikh, Shynar ; Podlich, Natalia ; Tsoy, Elena .
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34. Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes. (2010). Gutiérrez Rueda, Javier.
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35. Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector. (2010). Rouabah, Abdelaziz ; Theal, John .
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36. Asymmetric effects of the business cycle on bank credit risk. (2009). Quagliariello, Mario ; Marcucci, Juri.
    In: Journal of Banking & Finance.
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37. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
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38. Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
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39. 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..
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40. Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy. (2008). Pederzoli, Chiara ; Castellani, Simona.
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41. Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri.
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42. Banking Risk Exposure. (2008). Oda, Daniel ; Alfaro, Rodrigo ; Calvo, Daniel .
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43. Un Análisis de Cointegración para el Riesgo de Crédito.. (2008). Vásquez, Diego ; Gutiérrez Rueda, Javier ; Diego M. Vasquez E., .
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44. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; missaglia, giuseppe.
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45. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; missaglia, giuseppe.
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46. Stress testing of the stability of the Italian banking system: a VAR approach. (2007). Filosa, Renato .
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47. Macroeconomic uncertainty and banks lending decisions: The case of Italy. (2007). Quagliariello, Mario.
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48. Fundamentals-Based Estimation of Default Probabilities - A Survey. (2006). Chan-Lau, Jorge A.
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49. Modelling Scenario Analysis and Macro Stress-testing. (2006). Hoeberichts, Marco ; End, Jan Willem.
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50. Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector. (2006). Misina, Miroslav ; Dey, Shubhasis ; Tessier, David .
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