1. The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Pop, Adrian ; Levy-Rueff, Guy ; Darne, Olivier.
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2. Credit Risk and Profitability of Commercial Banks in Pakistan. (2020). Gilal, Muhammad Akram ; Khan, Raza Muhammad ; Farooq, Sohail.
   In: Global Economics Review.
   RePEc:aaw:journl:v:5:y:2020:i:1:p:75-89.

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3. Does monetary policy influence banks’ risk weights under the internal ratings-based approach?. (2019). Malovana, Simona ; Bro, Vaclav ; Kolcunova, Dominika.
   In: Economic Systems.
   RePEc:eee:ecosys:v:43:y:2019:i:2:10.

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4. Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David.
   In: Working Paper Series.
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5. Impact of Credit Risk Management Systems on the Financial Performance of Commercial Banks in Uganda. (2018). Serwadda, Isah.
   In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
   RePEc:mup:actaun:actaun_2018066061627.

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6. Does Monetary Policy Influence Banks Perception of Risks?. (2018). Malovana, Simona ; Kolcunová, Dominika ; Brož, Václav.
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7. The effect of accommodative monetary policy on the risk weights applied by domestic banks. (2018). Malovana, Simona ; Broz, Vaclav ; Kolcunova, Dominika.
   In: Occasional Publications - Chapters in Edited Volumes.
   RePEc:cnb:ocpubc:fsr1718/2.

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8. Makro Ihtiyati Tedbirler Cerçevesinde Tuketici Kredilerine Iliskin Duzenlemelerin Etkinligi: Turkiye Ornegi. (2017). Yuceyilmaz, Hasan Ferit ; Tunay, Batu K ; ALTIN, Onur.
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9. Does Monetary Policy Influence Banks Perception of Risks?. (2017). Malovana, Simona ; Kolcunová, Dominika ; Brož, Václav ; Broz, Vaclav ; Kolcunova, Dominika.
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10. Risk governance and performance of the Italian banks: an empirical analysis. (2015). Gardenal, Gloria ; Cavezzali, Elisa .
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11. Capital adequacy of the banking industry in Indonesia. (2015). Murtiyanti, Sri ; Hakim, Dedi Budiman ; Achsani, Noer Azam.
    In: Economic Journal of Emerging Markets.
    RePEc:uii:journl:v:7:y:2015:i:2:p:69-77.

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12. Credit Risk Management and Profitability of Banks Listed on the Ghana Stock Exchange. (2015). Mensah, John Kwaku ; Kumassah, Worlanyo ; Osei-Frimpong, Faustina ; Ansah, Bernardine ; Bortey, Kezia .
    In: International Journal of Empirical Finance.
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13. The management of interest rate risk during the crisis: Evidence from Italian banks. (2015). Ropele, Tiziano ; Nobili, Andrea ; Esposito, Lucia .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:486-504.

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14. .

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15. Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia. (2013). Jakubík, Petr ; Fungáčová, Zuzana ; Jakubik, Petr ; Fungacova, Zuzana .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:1:p:87-105.

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16. Optimal asset structure of a bank - bank reactions to stressful market conditions. (2013). Halaj, Grzegorz ; Haaj, Grzegorz.
    In: Working Paper Series.
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17. Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach.. (2013). Darné, Olivier ; Pop, A. ; Levy-Rueff, O. ; Darne, O..
    In: Working papers.
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18. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Sterne, Gabriel ; Kapadia, Sujit ; Drehmann, Matthias ; Elliott, John.
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19. Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia. (2012). Jakubík, Petr ; Fungáčová, Zuzana ; Fungaeova, Zuzana .
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20. Bank stress tests as an information device for emerging markets : The case of Russia. (2012). Jakubík, Petr ; Fungáčová, Zuzana ; Fungaova, Zuzana.
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21. Next Generation Balance Sheet Stress Testing. (2011). Schmieder, Christian ; Puhr, Claus ; Hasan, Maher.
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22. Funding Liquidity Risk in a Quantitative Model of Systemic Stability. (2011). Eklund, Bruno ; Kapadia, Sujit ; Gai, Prasanna ; Alessandri, Piergiorgio ; Mora, Nada ; Willison, Matthew ; Sterne, Gabriel ; Martin, Elizabeth ; Aikman, David.
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23. Interest rate pass-through and risk. (2010). Frisancho-Mariscal, Iris Biefang ; Howells, Peter.
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24. The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application. (2010). Stringa, Marco ; Sorensen, Steffen ; Drehmann, Mathias.
    In: Journal of Banking & Finance.
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25. An economic capital model integrating credit and interest rate risk in the banking book. (2010). Drehmann, Mathias ; Alessandri, Piergiorgio.
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26. Towards a Framework for Quantifying Systemic Stability. (2009). Mora, Nada ; Kapadia, Sujit ; Alessandri, Piergiorgio ; Puhr, Claus ; Gai, Prasanna.
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27. Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment. (2009). Stringa, Marco ; Pagratis, Spyros .
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28. An economic capital model integrating credit and interest rate risk in the banking book. (2009). Drehmann, Mathias ; Alessandri, Piergiorgio.
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29. Funding Liquidity Risk in a Quantitative Model of Systemic Stability. (2009). Willison, Matthew ; Sterne, Gabriel ; Mora, Nada ; Kapadia, Sujit ; Eklund, Bruno ; Alessandri, Piergiorgio ; Aikman, David ; Gai, Prasanna ; Martin, Elizabeth .
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30. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: Working Papers Central Bank of Chile.
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31. Funding liquidity risk in a quantitative model of systemic stability. (2009). Willison, Matthew ; Sterne, Gabriel ; Mora, Nada ; Kapadia, Sujit ; Eklund, Bruno ; Alessandri, Piergiorgio ; Aikman, David ; Gai, Prasanna ; Martin, Elizabeth .
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32. Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
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1. Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena.
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2. Corporate bond yields and returns: a survey. (2022). Heck, Stephanie.
   In: Financial Markets and Portfolio Management.
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3. Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna.
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4. A macro–financial analysis of the corporate bond market. (2019). Lyrio, Marco ; Lemke, Wolfgang ; Iania, Leonardo ; Dewachter, Hans.
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5. A macro-financial analysis of the corporate bond market. (2018). Lyrio, Marco ; Lemke, Wolfgang ; Dewachter, Hans ; Iania, Leonardo.
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6. Impact of Macro Shocks on Sovereign Default Probabilities. (2015). Matsumura, Marco S..
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7. Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?. (2015). Refait-Alexandre, Catherine ; Guillemin, Franois .
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8. A macro-financial analysis of the euro area sovereign bond market. (2015). Lyrio, Marco ; Dewachter, Hans ; de Sola Perea, Maite, ; Iania, Leonardo.
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9. Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?. (2015). Refait-Alexandre, Catherine ; Guillemin, Franois .
   In: Economics Papers from University Paris Dauphine.
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10. Pricing default events: Surprise, exogeneity and contagion. (2014). Renne, Jean-Paul ; Monfort, Alain ; gourieroux, christian.
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11. What determines Euro area bank CDS spreads?. (2013). Vespro, Cristina ; Van Roy, Patrick ; de Ceuster, Marc ; Annaert, Jan.
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12. Sovereign default risk premia: Evidence from the default swap market. (2013). Zinna, Gabriele.
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13. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin .
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14. A Multifactor Model of Credit Spreads. (2011). .
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15. A reduced form model of default spreads with Markov-switching macroeconomic factors. (2011). Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais ; Simonato, Jean-Guy.
    In: Journal of Banking & Finance.
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16. Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets. (2011). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Laubach, Thomas ; Borgy, Vladimir ; Mesonnier, J-S., ; Renne, J-P., .
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17. What determines euro area bank CDS spreads ?. (2010). Vespro, Cristina ; Van Roy, Patrick ; de Ceuster, Marc ; Annaert, Jan.
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18. A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors. (2010). Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais ; Simonato, Jean-Guy.
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19. Predicting credit spreads. (2010). Thomson, James ; Ritchken, Peter H. ; Krishnan, C. N. V., .
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20. A framework for assessing the systemic risk of major financial institutions. (2009). Zhou, Hao ; Zhu, Haibin ; Huang, Xin.
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21. A framework for assessing the systemic risk of major financial institutions. (2009). Zhou, Hao ; Zhu, Haibin ; Huang, Xin.
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22. A Framework for Assessing the Systemic Risk of Major Financial Institutions. (2009). Zhou, Hao ; Zhu, Haibin ; Huang, Xin.
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23. The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective. (2008). Stringa, Marco ; Sorensen, Steffen ; Drehmann, Mathias.
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24. A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors. (2007). Simonato, Jean-Guy ; Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais .
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25. On forecasting the term structure of credit spreads. (2007). Thomson, James ; C. N. V. Krishnan, ; Ritchken, Peter H..
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26. Macroeconomic factors and Japans industry risk. (2007). Nguyen, Pascal.
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27. IMPACT OF MACRO SHOCKS ON SOVEREIGN DEFAULT PROBABILITIES. (2007). Matsumura, Marco S..
    In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
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28. Impact of Macro Shocks on Sovereign Default Probabilities. (2006). Matsumura, Marco S..
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29. Estimating the Term Structure of Credit Spreads on Euro‐denominated Corporate Bonds. (2006). Terazzan, Ombretta.
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