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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Bank risk"
~subject:"Bankenaufsicht"
~subject:"Prognoseverfahren"
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Discussion paper / Centre for Economic Policy Research
Journal of risk management in financial institutions
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IMF country report
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Stress testing : principles, concepts, and frameworks
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Modeling your stress away
Niepmann, Friederike
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Stebunovs, Viktors
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2018
Persistent link: https://www.econbiz.de/10011860939
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2
Backtesting European stress tests
Philippon, Thomas
;
Pessarossi, Pierre
;
Camara, Boubacar
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2017
Persistent link: https://www.econbiz.de/10011621750
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
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2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
4
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
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