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Transmission of macro shocks to loan losses in a deep crisis : the case of Finland
Jokivuolle, Esa; Virén, Matti E. E.; Vähämaa, Oskari - 2009
Persistent link: https://www.econbiz.de/10003892587
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GDP at risk in a DSGE model : an application to banking sector stress testing
Jokivuolle, Esa (contributor); Kilponen, Juha (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003603945
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Portfolio effects and efficiency of lending under Basel II
Jokivuolle, Esa (contributor); Vesala, Timo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003543930
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Leverage ratio requirement, credit allocation and bank stability
Kiema, Ilka; Jokivuolle, Esa - 2011
Persistent link: https://www.econbiz.de/10008987553
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What drives loan losses in Europe?
Jokivuolle, Esa; Pesola, Jarmo; Virén, Matti E. E. - 2014
Persistent link: https://www.econbiz.de/10010237763
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Macro-model-based stress testing of Basel II capital requirements
Jokivuolle, Esa (contributor); Virolainen, Kimmo (contributor) - 2008
Persistent link: https://www.econbiz.de/10003746567
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A value-at-risk approach to banks' capital buffers : an application to the new Basel accord
Jokivuolle, Esa; Peura, Samu - 2001
Persistent link: https://www.econbiz.de/10001601790
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A model for estimating recovery rates and collateral haircuts for bank loans
Jokivuolle, Esa; Peura, Samu - 2000
Persistent link: https://www.econbiz.de/10001456828
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The new basel accord : some potential implications of the new standards for credit risk
Jokivuolle, Esa; Kauko, Karlo - 2001
Persistent link: https://www.econbiz.de/10001560277
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Credit allocation, capital requirements and procyclicality
Jokivuolle, Esa; Kiema, Ilkka; Vesala, Timo - 2009
Persistent link: https://www.econbiz.de/10003878930