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~subject:"Basel Accord"
~subject:"Contagion effect"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Stress testing : principles, concepts, and frameworks
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How to capture macro-financial spillover effects in stress tests
Hesse, Heiko
;
Salman, Ferhan
;
Schmieder, Christian
- In:
The Journal of Financial Perspectives
5
(
2018
)
1
,
pp. 2-15
Persistent link: https://www.econbiz.de/10012006601
Saved in:
2
How to capture macro-financial spillover effects in stress tests
Hesse, Heiko
;
Salman, Ferhan
;
Schmieder, Christian
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 277-297)
.
2020
Persistent link: https://www.econbiz.de/10012373007
Saved in:
3
Macroprudential liquidity stress testing in FSAPs for systemically important financial systems
Jobst, Andreas A.
;
Ong, Li Lian
;
Schmieder, Christian
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 403-444)
.
2020
Persistent link: https://www.econbiz.de/10012373020
Saved in:
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