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~isPartOf:"Der Bankkaufmann : BK ; Fachmagazin für Bankpraxis und Bankmanagement"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~person:"Schmieder, Christian"
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Banken im Wandel
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2006 - 2012
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Schmieder, Christian
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Der Bankkaufmann : BK ; Fachmagazin für Bankpraxis und Bankmanagement
IMF Working Papers
IMF working papers
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Stress testing : principles, concepts, and frameworks
2
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ECONIS (ZBW)
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A new heuristic measure of fragility and tail risks : application to stress testing
Taleb, Nassim Nicholas
;
Canetti, Elie
;
Kinda, Tidiane
; …
-
2012
This paper presents a simple heuristic measure of tail risk, which is applied to individual
bank
stress tests and to …
Persistent link: https://www.econbiz.de/10009621630
Saved in:
2
How to capture macro-financial spillover effects in stress tests?
Hesse, Heiko
;
Salman, Ferhan
;
Schmieder, Christian
-
2014
Persistent link: https://www.econbiz.de/10010388854
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3
How to Capture Macro-Financial Spillover Effects in Stress Tests?
Hesse, Heiko
-
2014
One of the challenges of financial stability analysis and
bank
stress testing is how to establish scenarios with … capital positions. The outcome suggests that spillover effects have a highly non-linear impact on
bank
soundness, both in …
Persistent link: https://www.econbiz.de/10014411388
Saved in:
4
A Framework for Macroprudential
Bank
Solvency Stress Testing : Application to S-25 and Other G-20 Country FSAPs
Jobst, Andreas A.
-
2013
The global financial crisis has placed the spotlight squarely on
bank
stress tests. Stress tests conducted in the lead …
Persistent link: https://www.econbiz.de/10014395327
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