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Stress testing interest rate risk exposure
Abdymomunov, Azamat; Gerlach, Jeffrey - In: Journal of banking & finance 49 (2014), pp. 287-301
Persistent link: https://www.econbiz.de/10010508028
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Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes - In: Journal of banking & finance 70 (2016), pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
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A historical loss approach to community bank stress testing
Fang, Cao; Yeager, Timothy J. - In: Journal of banking & finance 118 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012520889
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Evaluating the validity of regulatory interest rate risk measures : a simulation approach
Claußen, Catharina; Platte, Daniel - In: Journal of banking & finance 154 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014486706
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March madness in Wall Street : (what) does the market learn from stress tests?
Fernandes, Marcelo; Igan, Deniz; Pinheiro, Marcelo - In: Journal of banking & finance 112 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012225253
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Assessing financial stability : the Capital and Loss Assessment under Stress Scenarios (CLASS) model
Hirtle, Beverly J.; Kovner, Anna; Vickery, James; … - In: Journal of banking & finance 69 (2016), pp. 35-55
Persistent link: https://www.econbiz.de/10011635093
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Systematic stress tests on public data
Breuer, Thomas; Summer, Martin - In: Journal of banking & finance 118 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
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Bank solvency risk and funding cost interactions : evidence from Korea
Aldasoro, Iñaki; Cho, Chun Hee; Park, Kyounghoon - In: Journal of banking & finance 134 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013400148
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Assessing and mitigating fire sales risk under partial information
Pang, Raymond Ka-Kay; Veraart, Luitgard - In: Journal of banking & finance 155 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014490599
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Supervisory stringency, payout restrictions, and bank equity prices
Marsh, W. Blake - In: Journal of banking & finance 154 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014491889