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Search: "Schmieder, Christian"
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Schmieder, Christian
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Hesse, Heiko
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Jobst, Andreas A.
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Stress testing : principles, concepts, and frameworks
4
The Journal of Financial Perspectives
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ECONIS (ZBW)
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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
Macro-financial stress testing : principles and practices
Oura, Hiroko
;
Schumacher, Liliana
;
Chan-Lau, Jorge A.
; …
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 11-54)
.
2020
Persistent link: https://www.econbiz.de/10012372929
Saved in:
3
A new heuristic measure of fragility and tail risks : application to stress testing
Taleb, Nassim Nicholas
;
Canetti, Elie
;
Kinda, Tidiane
; …
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 261-276)
.
2020
Persistent link: https://www.econbiz.de/10012373006
Saved in:
4
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:
5
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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