Banking stress test effects on returns and risks
Year of publication: |
2014
|
---|---|
Authors: | Neretina, Ekaterina ; Sahin, Cenkhan ; Haan, Jakob de |
Publisher: |
Amsterdam : DNB |
Subject: | stress tests | bank equity returns | CDS spreads | bank betas | systemic risk | Finanzdienstleistung | Financial services | Bankrisiko | Bank risk | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Bank | Risikoprämie | Risk premium | Systemrisiko | Systemic risk | Risikomanagement | Risk management | Betafaktor | Beta risk | Börsenkurs | Share price |
Extent: | 25 S. graph. Darst. |
---|---|
Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. 419 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Banking stress test effects on returns and risks
Sahin, Cenkhan, (2020)
-
The information content of stress test announcements
Guerrieri, Luca, (2021)
-
Conditional copula simulation for systemic risk stress testing
Brechmann, Eike C., (2013)
- More ...
-
Banking stress test effects on returns and risks
Sahin, Cenkhan, (2020)
-
Banking stress test effects on returns and risks
Neretina, Ekaterina, (2014)
-
Banking Stress Test Effects on Returns and Risks
Neretina, Ekaterina, (2015)
- More ...