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Cyclical default and recovery in stress testing loan losses
Jokivuolle, Esa; Virén, Matti E. E. - In: Journal of financial stability 9 (2013) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10009745185
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Incorporating funding costs in top-down stress tests
Korsgaard, Søren - In: Journal of financial stability 52 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012745409
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An empirical study of bank stress testing for auto loans
Wu, Deming; Fang, Ming; Wang, Qing - In: Journal of financial stability 39 (2018), pp. 79-89
Persistent link: https://www.econbiz.de/10012159716
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Stressed to the core : counterparty concentrations and systemic losses in CDS markets
Cetina, Jill; Paddrik, Mark; Rajan, Sriram - In: Journal of financial stability 35 (2018), pp. 38-52
Persistent link: https://www.econbiz.de/10012156834
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Ring fencing and consolidated banks' stress tests
Cerutti, Eugenio M.; Schmieder, Christian - In: Journal of financial stability 11 (2014), pp. 1-12
Persistent link: https://www.econbiz.de/10010460174
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Macroeconomic fluctuations and corporate financial fragility
Bruneau, Catherine; Bandt, Olivier de; El Amri, Widad - In: Journal of financial stability 8 (2012) 4, pp. 219-235
Persistent link: https://www.econbiz.de/10009655640
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Did the financial crisis affect the market valuation of large systemic U.S. banks?
Bertsatos, Georgios; Sakellarēs, Plutarchos; Tsionas, … - In: Journal of financial stability 32 (2017), pp. 115-123
Persistent link: https://www.econbiz.de/10011877657
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Financial fragility of euro area households
Ampudia, Miguel; Vlokhoven, Has van; Żochowski, Dawid - In: Journal of financial stability 27 (2016), pp. 250-262
Persistent link: https://www.econbiz.de/10011705717
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Shock amplification in an interconnected financial system of banks and investment funds
Sydow, Matthias; Schilte, Aurore; Covi, Giovanni; … - In: Journal of financial stability 71 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014533535
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On the optimal control of interbank contagion in the euro area banking system
Fukker, Gábor; Kok Sørensen, Christoffer - In: Journal of financial stability 71 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014533538