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System-wide stress simulation
Aikman, David; Chichkanov, Pavel; Douglas, Graeme; … - 2019
Persistent link: https://www.econbiz.de/10012202172
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International banking and liquidity risk transmission : lessons from the United Kingdom
Hills, Robert; Hooley, John; Korniyenko, Yevgeniya; … - 2015
Persistent link: https://www.econbiz.de/10011402814
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Extreme risk interdependence
Polanski, Arnold; Stoja, Evarist - 2015
Persistent link: https://www.econbiz.de/10011402815
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Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies
Karimalis, Emmanouil; Kosmidis, Ioannis; Peters, Gareth - 2017
Persistent link: https://www.econbiz.de/10011669383
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The decline of solvency contagion risk
Bardoscia, Marco; Barucca, Paolo; Brinley Codd, Adam; … - 2017
Persistent link: https://www.econbiz.de/10011669480
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Specialisation in mortgage risk under Basel II
Benetton, Matteo; Eckley, Peter; Garbarino, Nicola; … - 2017
Persistent link: https://www.econbiz.de/10011629829