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Modeling credit risk through the Austrian business cycle : an update of the OeNB model

Boss, Michael; Fenz, Gerhard; Pann, Johannes; Puhr, Claus; … - In: Finanzmarktstabilitätsbericht 17 (2009), pp. 92-108

Persistent link: https://www.econbiz.de/10003860876

Systemrelevante Konten, Netzwerktopologie und Dominoeffekt in ARTIS

Boss, Michael; Krenn, Gerald; Metz, Valentina; Puhr, Claus - In: Finanzmarktstabilitätsbericht 15 (2008), pp. 100-121

Persistent link: https://www.econbiz.de/10003727487

An integrated approach to stress-testing : the Austrian systemic risk monitor (SRM)

Boss, Michael; Krenn, Gerald; Puhr, Claus; Summer, Martin - In: Stress-testing the banking system : methodologies and …, (pp. 202-237). 2009

Persistent link: https://www.econbiz.de/10003906143

Stresstests für das Kreditmanagement österreichischer Banken in Zentral- und Osteuropa

Boss, Michael; Krenn, Gerald; Puhr, Claus; schwaiger, … - In: Finanzmarktstabilitätsbericht 13 (2007), pp. 128-150

Persistent link: https://www.econbiz.de/10003491533

Der Systemic Risk Monitor : ein Modell zur systematischen Risikoanalyse und zur Durchführung von Stresstests für Bankensysteme

Boss, Michael; Krenn, Gerald; Puhr, Claus; Summer, Martin - In: Finanzmarktstabilitätsbericht 11 (2006), pp. 92-106

Persistent link: https://www.econbiz.de/10003349504

Systemically Important Accounts, Network Topology and Contagion in Artis

Schmitz, Stefan W. - 2008

The purpose of this study is the investigation of the relevance of network topology for the stability of payment systems in the face of operational shocks. The analysis is based on a large number of simulations of the Austrian large-value payment system ARTIS that quantify the contagion impact...

Persistent link: https://www.econbiz.de/10012724211