The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation
Year of publication: |
2006-04-01
|
---|---|
Authors: | Lehmann, Hansjuerg ; Manz, Michael |
Institutions: | Schweizerische Nationalbank (SNB) |
Subject: | banking | macroeconomic shocks | stress tests | credit risk | interest rate risk | Switzerland |
Extent: | text/plain |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers Number 2006-4 28 pages |
Classification: | C33 - Models with Panel Data ; E44 - Financial Markets and the Macroeconomy ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
-
The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation
Lehmann, Hansjörg, (2006)
-
Asset-liability management with ultra-low interest rates
Grossman, Richard S., (2015)
-
Modelling Scenario Analysis and Macro Stress-testing
End, Jan Willem van den, (2006)
- More ...
-
The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation
Lehmann, Hansjörg, (2006)
-
Trade linkages and the globalisation of inflation in Asia and the Pacific
Auer, Raphael, (2014)
-
The Collateral Costs of Clearing
Nemlioğlu, Ali Karun, (2014)
- More ...