(Translated by https://www.hiragana.jp/)
Citation data for document RePEc:boe:qbullt:0204
create a website

Stress testing of banks: an introduction. (2016). Dent, Kieran ; Segoviano, Miguel ; Westwood, Ben .
In: Bank of England Quarterly Bulletin.
RePEc:boe:qbullt:0204.

Full description at Econpapers || Download paper

Cited: 21

Citations received by this document

Cites: 23

References cited by this document

Cocites: 67

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A Stress Test Approach to the Calibration of Borrower-Based Measures: A Case Study of the Czech Republic. (2024). Gregor, Jiri.
    In: Working Papers.
    RePEc:cnb:wpaper:2024/2.

    Full description at Econpapers || Download paper

  2. Testing to extreme: An application of reverse stress testing engineering on mortgages of commercial banks in China. (2023). Guo, Jiayi ; Lin, Dongtao ; Tang, Lin ; Liu, Chang.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:1:p:187-192.

    Full description at Econpapers || Download paper

  3. Designing Stress Tests for UK Fast-Growing Firms and Fintech. (2023). Pantos, Stavros.
    In: Risks.
    RePEc:gam:jrisks:v:11:y:2023:i:2:p:31-:d:1053073.

    Full description at Econpapers || Download paper

  4. Banking Regulation and Collateral Screening in a Model of Information Asymmetry. (2022). Hemingway, Benjamin.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:61:y:2022:i:3:d:10.1007_s10693-021-00357-w.

    Full description at Econpapers || Download paper

  5. A Framework for Macroprudential Stress Testing. (2022). Shaw, Frances ; Rice, Jonathan ; Morell, Joe.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:7/rt/22.

    Full description at Econpapers || Download paper

  6. Stress testing network reconstruction via graphical causal model. (2021). Dias, David ; Rojas, Helder.
    In: Applied Stochastic Models in Business and Industry.
    RePEc:wly:apsmbi:v:37:y:2021:i:1:p:74-83.

    Full description at Econpapers || Download paper

  7. Transfer of macroeconomic shocks in stress tests modeling. (2021). Dias, David ; Rojas, Helder.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437120308694.

    Full description at Econpapers || Download paper

  8. Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing. (2020). Rojas, Helder ; Dias, David.
    In: Applied Stochastic Models in Business and Industry.
    RePEc:wly:apsmbi:v:36:y:2020:i:3:p:353-380.

    Full description at Econpapers || Download paper

  9. The household stress test. (2020). Hejlova, Hana ; Gregor, Jiri.
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:tafs2020/4.

    Full description at Econpapers || Download paper

  10. M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress. (2019). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:7:p:1923-1961.

    Full description at Econpapers || Download paper

  11. Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

    Full description at Econpapers || Download paper

  12. Machine learning explainability in finance: an application to default risk analysis. (2019). Sen, Shayak ; Jung, Carsten ; Datta, Anupam ; Bracke, Philippe.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0816.

    Full description at Econpapers || Download paper

  13. Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing. (2019). Dias, David ; Rojas, Helder.
    In: Papers.
    RePEc:arx:papers:1809.07401.

    Full description at Econpapers || Download paper

  14. Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses. (2018). Segoviano, Miguel A ; Li, Qiaoluan H ; Espinoza, Raphael A ; Alla, Zineddine.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/049.

    Full description at Econpapers || Download paper

  15. Macroprudential stress tests: a reduced-form approach to quantifying systemic risk losses. (2018). Segoviano, Miguel ; Li, Helen ; Espinoza, Raphael ; Alla, Zineddine.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118930.

    Full description at Econpapers || Download paper

  16. System-wide implications of funding risk. (2018). Haaj, Grzegorz.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

    Full description at Econpapers || Download paper

  17. Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182121.

    Full description at Econpapers || Download paper

  18. Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0712.

    Full description at Econpapers || Download paper

  19. Structural changes in banking after the crisis. (2018). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:60.

    Full description at Econpapers || Download paper

  20. M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja.
    In: Discussion Papers.
    RePEc:zbw:bubdps:152017.

    Full description at Econpapers || Download paper

  21. SYSMO I: A Systemic Stress Model for the Colombian Financial System. (2017). Morales-Acevedo, Paola ; Mendoza, juan ; Yanquen, Eduardo ; Osorio, Daniel ; Lizarazo, Angelica ; Jaulin, Oscar ; Gamba, Santiago.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1028.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Araten, M (2013), ‘The advancement of stress testing at banks’, in Zhang, J (ed), CCAR and Beyond — Capital Assessment Stress Testing and Applications, Risk Books.
    Paper not yet in RePEc: Add citation now
  2. Bank of England (2015), ‘The Bank of England’s approach to stress testing the UK banking system’, available at www.bankofengland.co.uk/financialstability/Documents/stresstesting/2015/approach.pdf.
    Paper not yet in RePEc: Add citation now
  3. Bank of England (2016), ‘Stress testing the UK banking system: key elements of the 2016 stress test’, available at www.bankofengland.co.uk/financialstability/Documents/stresstesting/2016/keyelements.pdf.
    Paper not yet in RePEc: Add citation now

  4. Barnhill, T and Schumacher, L (2011), ‘Modeling correlated systemic liquidity and solvency risks in a financial environment with incomplete information’, IMF Working Paper No. 11/263.

  5. Basel Committee on Banking Supervision (1999), ‘Credit risk modelling: current practices and applications’, April.
    Paper not yet in RePEc: Add citation now
  6. Basel Committee on Banking Supervision (2009), ‘Principles for sound stress testing practices and supervision’, May.
    Paper not yet in RePEc: Add citation now
  7. Basel Committee on Banking Supervision (2013), ‘Liquidity stress testing: a survey of theory, empirics and current practices’, BCBS Working Paper No. 24.
    Paper not yet in RePEc: Add citation now
  8. Bernanke, B (2010), ‘The Supervisory Capital Assessment Program — one year later’, available at www.federalreserve.gov/newsevents/speech/bernanke20100506a.htm.
    Paper not yet in RePEc: Add citation now

  9. Blaschke, W, Jones, M, Majnoni, G and Peria, S (2001), ‘Stress testing of financial systems: an overview of issues, methodologies, and FSAP experiences’, IMF Working Paper No. 01/88.

  10. Committee on the Global Financial System (2000), ‘Stress testing by large financial institutions: current practice and aggregation issues’, CGFS Paper No. 14.
    Paper not yet in RePEc: Add citation now
  11. Committee on the Global Financial System (2005), ‘Stress testing at major financial institutions: survey results and practice’, CGFS Paper No. 24.
    Paper not yet in RePEc: Add citation now
  12. Constancio, V (2015), ‘The role of stress testing in supervision and macroprudential policy’, available at www.ecb.europa.eu/press/key/date/2015/html/sp151029.en.html.
    Paper not yet in RePEc: Add citation now
  13. De Bandt, O and Oung, V (2004), ‘Assessment of stress tests conducted on the French banking system’, Banque de France Financial Stability Review No. 5.
    Paper not yet in RePEc: Add citation now

  14. Deb, P, Manning, M, Murphy, G, Penalver, A and Toth, A (2011), ‘Whither the credit ratings industry?’, Bank of England Financial Stability Paper No. 9, available at www.bankofengland.co.uk/financialstability/Documents/fpc/fspapers/fs_paper09.pdf.

  15. Demekas, D (2015), ‘Designing effective macroprudential stress tests: progress so far and the way forward’, IMF Working Paper No. WP/15/146.

  16. Farag, M, Harland, D and Nixon, D (2013), ‘Bank capital and liquidity’, Bank of England Quarterly Bulletin, Vol. 53, No. 3, pages 201–15, available at www.bankofengland.co.uk/publications/Documents/quarterlybulletin/2013/qb130302.pdf.

  17. Financial Stability Board (2016), ‘Proposed policy recommendations to address structural vulnerabilities from asset management activities’, 22 June 2016.
    Paper not yet in RePEc: Add citation now
  18. Haldane, A (2009), ‘Why banks failed the stress test’, available at www.bankofengland.co.uk/archive/documents/historicpubs/speeches/2009/ speech374.pdf.
    Paper not yet in RePEc: Add citation now
  19. Hoggarth, G, Sorensen, S and Zicchino, L (2005), ‘Stress tests of UK banks using a VAR approach’, Bank of England Working Paper No. 282, available at www.bankofengland.co.uk/archive/Documents/historicpubs/workingpapers/2005/wp282.pdf.
    Paper not yet in RePEc: Add citation now
  20. Impavido, G (2011), ‘Stress tests for defined benefit pension plans — a primer’, IMF Working Paper No. 11/29.
    Paper not yet in RePEc: Add citation now
  21. Segoviano, M, Espinoza, R, Alla, Z and Li, Q (2017), ‘Systemic risk amplifiers in macroprudenital stress testing: introduction to contagion effects’, IMF Working Paper, forthcoming.
    Paper not yet in RePEc: Add citation now
  22. Segoviano, M, Malik, S, Lindner, P and Cortes, P (2016), ‘A comprehensive multi-sector framework for surveillance of systemic risk and interconnectedness (SyRIN)’, IMF Working Paper, forthcoming.
    Paper not yet in RePEc: Add citation now
  23. Topical articles Stress testing of banks: an introduction 143 International Monetary Fund (2014), ‘Review of the Financial Sector Assessment Program: further adaptation to the post crisis era’.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205.

    Full description at Econpapers || Download paper

  2. Price and financial stability: Is there a contradiction between these goals of the Bank of Russia?. (2020). Chembulatova, Maria ; Kiyutsevskaya, A ; Dzhaokhadze, E ; Gadiy, L.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2020:i:47:p:67-83.

    Full description at Econpapers || Download paper

  3. Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models. (2019). Leika, Mindaugas ; Han, Fei.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/250.

    Full description at Econpapers || Download paper

  4. Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece. (2019). Anastasiou, Dimitrios ; Malandrakis, Ioannis ; Bragoudakis, Zacharias.
    In: Working Papers.
    RePEc:bog:wpaper:260.

    Full description at Econpapers || Download paper

  5. The Relationship of Financial Risks Towards the Performance of Vivocom Intl Holdings Berhad.. (2017). Jono, Siti Junaidah .
    In: MPRA Paper.
    RePEc:pra:mprapa:78590.

    Full description at Econpapers || Download paper

  6. Toward the Best Model of Strategy Implementation in Indonesian Islamic Banking from the Lens of Strategic Clarity. (2017). Permana, Dodi.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3b:p:3-15.

    Full description at Econpapers || Download paper

  7. Hacia un indicador de vulnerabilidad bancaria basado en pruebas de estrés. (2017). Mermelstein, David.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:610.

    Full description at Econpapers || Download paper

  8. A proximity based macro stress testing framework. (2016). Boris, Waelchli .
    In: Dependence Modeling.
    RePEc:vrs:demode:v:4:y:2016:i:1:p:26:n:15.

    Full description at Econpapers || Download paper

  9. A Top-down Approach to Stress-testing Banks. (2016). Mitnik, Oscar ; Kapinos, Pavel.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:49:y:2016:i:2:d:10.1007_s10693-015-0228-8.

    Full description at Econpapers || Download paper

  10. Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests. (2016). Koliai, Lyes .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:70:y:2016:i:c:p:1-22.

    Full description at Econpapers || Download paper

  11. Capital requirements, liquidity and financial stability: The case of Brazil. (2016). Stancato, Sergio Rubens.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:179-192.

    Full description at Econpapers || Download paper

  12. Markets and operations: 2016 Q3. (2016). Manning, Matthew.
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0205.

    Full description at Econpapers || Download paper

  13. Stress testing of banks: an introduction. (2016). Dent, Kieran ; Segoviano, Miguel ; Westwood, Ben .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0204.

    Full description at Econpapers || Download paper

  14. Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach. (2016). Segura, Anatoli ; Bologna, Pierluigi.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_360_16.

    Full description at Econpapers || Download paper

  15. Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward. (2015). Demekas, Dimitri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/146.

    Full description at Econpapers || Download paper

  16. Namibia; Selected Issues. (2015). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2015/277.

    Full description at Econpapers || Download paper

  17. Credit Risk Determinants for the Bulgarian Banking System. (2014). Vogiazas, Sofoklis ; Nikolaidou, Eftychia.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:20:y:2014:i:1:p:87-102:10.1007/s11294-013-9444-x.

    Full description at Econpapers || Download paper

  18. How to Capture Macro-Financial Spillover Effects in Stress Tests?. (2014). Schmieder, Christian ; Salman, Ferhan ; Hesse, Heiko.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/103.

    Full description at Econpapers || Download paper

  19. Stress Testing Engineering: the real risk measurement?. (2014). Guegan, Dominique ; Hassani, Bertrand.
    In: Post-Print.
    RePEc:hal:journl:halshs-00951593.

    Full description at Econpapers || Download paper

  20. 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.

    Full description at Econpapers || Download paper

  21. Capital Requirements, Liquidity and Financial Stability: the case of Brazil. (2014). Sergio R. Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:375.

    Full description at Econpapers || Download paper

  22. Determinants of Non-Performing Loans in Central and Eastern European Countries. (2013). karica, Bruna .
    In: EFZG Working Papers Series.
    RePEc:zag:wpaper:1307.

    Full description at Econpapers || Download paper

  23. Pruebas de tensión al sistema bancario boliviano. (2013). Aliaga Lordemann, Javier ; Vedia, Ignacio Garron .
    In: Revista Latinoamericana de Desarrollo Economico.
    RePEc:ris:revlde:1901.

    Full description at Econpapers || Download paper

  24. Pruebas de Tensión al Sistema Bancario Boliviano. (2013). Lordemann, Javier Aliaga ; Vedia, Ignacio Garron .
    In: Documentos de trabajo.
    RePEc:ris:iisecd:2013_006.

    Full description at Econpapers || Download paper

  25. Connected to Whom? International Interbank Borrowing During the Global Crisis. (2013). Tintchev, Kalin I.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/014.

    Full description at Econpapers || Download paper

  26. European Union; Publication of Financial Sector Assessment Program Documentation—Technical Note on Stress Testing of Banks. (2013). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2013/068.

    Full description at Econpapers || Download paper

  27. Measuring Systemic Risk. (2013). Caruana, Jaimes .
    In: Chapters.
    RePEc:elg:eechap:15454_9.

    Full description at Econpapers || Download paper

  28. Systematic stress tests with entropic plausibility constraints. (2013). Csiszar, Imre ; Breuer, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:5:p:1552-1559.

    Full description at Econpapers || Download paper

  29. Bank liquidity, the maturity ladder, and regulation. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3930-3950.

    Full description at Econpapers || Download paper

  30. Sudden stop of capital flows and the consequences for the banking sector and the real economy. (2013). Neagu, Florian ; Mihai, Irina.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131591.

    Full description at Econpapers || Download paper

  31. Shadow Banking and Systemic Risk in Europe and China. (2013). Hsu, Sara ; Li, J. ; Qin, Y..
    In: CITYPERC Working Paper Series.
    RePEc:dip:dpaper:2013-02.

    Full description at Econpapers || Download paper

  32. 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.
    RePEc:bfr:banfra:426.

    Full description at Econpapers || Download paper

  33. Assessing the Resilience of ASEAN Banking Systems: The Case of the Philippines. (2012). Ng, Thiam ; Albert, Jose Ramon .
    In: Working Papers on Regional Economic Integration.
    RePEc:ris:adbrei:0093.

    Full description at Econpapers || Download paper

  34. Assessing the Resilience of ASEAN Banking Systems: the Case of the Philippines. (2012). Ng, Thiam ; Albert, Jose Ramon G., .
    In: Discussion Papers.
    RePEc:phd:dpaper:dp_2012-23.

    Full description at Econpapers || Download paper

  35. Office of Financial Research 2012 Annual Report. (2012). .
    In: Reports.
    RePEc:ofr:report:12-1.

    Full description at Econpapers || Download paper

  36. Sign restriction approach to macro stress-testing of the Croatian banking system. (2012). Cota, Boris ; Jaksic, Sasa ; Erjavec, Natasa .
    In: Financial Theory and Practice.
    RePEc:ipf:finteo:v:36:y:2012:i:4:p:395-412.

    Full description at Econpapers || Download paper

  37. From Stress to Costress; Stress Testing Interconnected Banking Systems. (2012). Tintchev, Kalin I ; Maino, Rodolfo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/053.

    Full description at Econpapers || Download paper

  38. Bank liquidity, the maturity ladder, and regulation. (2012). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:346.

    Full description at Econpapers || Download paper

  39. Bank stress tests as an information device for emerging markets : The case of Russia. (2012). Jakubík, Petr ; Fungáčová, Zuzana ; Fungaova, Zuzana.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2012_003.

    Full description at Econpapers || Download paper

  40. Stress-testing macro stress testing: does it live up to expectations?. (2012). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:369.

    Full description at Econpapers || Download paper

  41. Macro-Prudential Approaches to Banking Regulation: Perspectives of Selected Asian Central Banks. (2011). Siregar, Reza.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0325.

    Full description at Econpapers || Download paper

  42. Risk Topography. (2011). Krishnamurthy, Arvind ; Brunnermeier, Markus K. ; Gorton, Gary.
    In: NBER Chapters.
    RePEc:nbr:nberch:12412.

    Full description at Econpapers || Download paper

  43. Stress testing credit risk: modelling issues. (2011). Vespro, Cristina ; Van Roy, Patrick ; Ferrari, Stijn .
    In: Financial Stability Review.
    RePEc:nbb:fsrart:v:9:y:2011:i:1:p:105-120.

    Full description at Econpapers || Download paper

  44. The role of macroeconomic determinants in credit risk measurement in transition country: Estonian example. (2011). Fainstein, Grigori ; Novikov, Igor .
    In: International Journal of Transitions and Innovation Systems.
    RePEc:ids:ijtisy:v:1:y:2011:i:2:p:117-137.

    Full description at Econpapers || Download paper

  45. 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.

    Full description at Econpapers || Download paper

  46. The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States. (2011). Fainstein, Grigori ; Novikov, Igor .
    In: Review of Economics & Finance.
    RePEc:bap:journl:110302.

    Full description at Econpapers || Download paper

  47. 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.

    Full description at Econpapers || Download paper

  48. Interaction between market and credit risk: Focus on the endogeneity of aggregate risk. (2009). Sokolov, Yuri.
    In: MPRA Paper.
    RePEc:pra:mprapa:18245.

    Full description at Econpapers || Download paper

  49. Stress Testing Credit Risk: A Survey of Authorities Aproaches. (2009). Foglia, Antonella .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:3:a:1.

    Full description at Econpapers || Download paper

  50. Technological change, financial innovation, and diffusion in banking. (2009). White, Lawrence ; Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-10.

    Full description at Econpapers || Download paper

  51. How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks. (2009). Winkler, Gerhard ; Rossi, Stefania P. S., ; Schwaiger, Markus S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:12:p:2218-2226.

    Full description at Econpapers || Download paper

  52. Early Warning System for Economic and Financial Risks in Kazakhstan. (2009). Nerb, Gernot ; Lahiri, Kajal ; Bhattacharyay, Biswanath ; Kolb, Benedikt ; Mukhametov, Irshat ; Dlugosch, Dennis .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2832.

    Full description at Econpapers || Download paper

  53. A macro stress testing model with feedback effects. (2008). Kida, Mizuho.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/08.

    Full description at Econpapers || Download paper

  54. Loss coverage and stress testing mortgage portfolios: A non-parametric approach. (2007). Trucharte, Carlos ; Rodriguez, Adolfo.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:3:y:2007:i:4:p:342-367.

    Full description at Econpapers || Download paper

  55. Stress testing credit risk: experience from the italian FSAP. (2006). Quagliariello, Mario ; Marcucci, Juri ; Laviola, Sebastiano .
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:2006:33.

    Full description at Econpapers || Download paper

  56. Stress testing credit risk: experience from the italian FSAP. (2006). Quagliariello, Mario ; Marcucci, Juri ; Laviola, Sebastiano .
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:2006:33.

    Full description at Econpapers || Download paper

  57. Financial Sector Projections and Stress Testing in Financial Programming; A New Framework. (2006). Basu, Ritu ; Choueiri, Nada ; Pascual, Antonio Garcia.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/033.

    Full description at Econpapers || Download paper

  58. A comparative analysis of macro stress-testing methodologies with application to Finland. (2006). Virolainen, Kimmo ; Sorge, Marco .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:2:y:2006:i:2:p:113-151.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  60. Stress Testing of Banking Systems (in English). (2005). Cihak, Martin.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:55:y:2005:i:9-10:p:418-440.

    Full description at Econpapers || Download paper

  61. Identifying Threshold Effects in Credit Risk Stress Testing. (2004). Gasha, Jose Giancarlo ; Morales, Armando Mendez.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/150.

    Full description at Econpapers || Download paper

  62. Designing Stress Tests for the Czech Banking System. (2004). Cihak, Martin.
    In: Research and Policy Notes.
    RePEc:cnb:rpnrpn:2004/03.

    Full description at Econpapers || Download paper

  63. Macro stress testing with a macroeconomic credit risk model for Finland. (2004). Virolainen, Kimmo .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2004_018.

    Full description at Econpapers || Download paper

  64. Banking Crises and Contagion: Empirical Evidence. (2003). Santor, Eric.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-1.

    Full description at Econpapers || Download paper

  65. Liberalization of Trade in Financial Services and Financial Sector Stability (Analytical Approach). (2002). Kireyev, Alexei P.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/138.

    Full description at Econpapers || Download paper

  66. Banks Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries. (). Quagliariello, Mario.
    In: Discussion Papers.
    RePEc:yor:yorken:04/17.

    Full description at Econpapers || Download paper

  67. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-04 14:41:56 || Create a citation alert || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.