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person:"Hannan, Timothy Hale"
type_genre:"Article in journal"
~person:"Kupiec, Paul H."
~person:"Lambertini, Luisa"
~person:"Pasiouras, Fotios"
~subject:"1981-1997"
~subject:"Bank stress test model accuracy"
~subject:"Bank stress tests"
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Bank stress test model accuracy
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Hannan, Timothy Hale
Kupiec, Paul H.
Lambertini, Luisa
Pasiouras, Fotios
Barbieri, Paolo Nicola
1
Bouwman, Christa H. S.
1
Campello, Murillo
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Cepni, Oguzhan
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Demirer, Rıza
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Journal of financial stability
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Finance research letters
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ECONIS (ZBW)
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1
Stress tests and loan pricing : evidence from syndicated loans
Lambertini, Luisa
;
Mukherjee, Abhik
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341337
Saved in:
2
Policy uncertainty and bank stress testing
Kupiec, Paul H.
- In:
Journal of financial stability
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012431753
Saved in:
3
On the accuracy of alternative approaches for calibrating bank stress test models
Kupiec, Paul H.
- In:
Journal of financial stability
38
(
2018
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012159690
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