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Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2013

Persistent link: https://www.econbiz.de/10009745648

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2014

Persistent link: https://www.econbiz.de/10010341259

Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? : evidence from European and US stress tests

Agbodji, Amavi S. S.; Nys, Emmanuelle; Sauviat, Alain - In: Revue économique : revue bimestrielle 72 (2021) 1, pp. 65-102

Persistent link: https://www.econbiz.de/10012607004

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2013

Persistent link: https://www.econbiz.de/10009741443

Are stress tests beauty contests? : (and what we can do about it)

Quagliariello, Mario - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 126-134

Persistent link: https://www.econbiz.de/10012250019

The financial stability aspects of the EU-wide stress test

Ebner, André - In: Journal of financial regulation 4 (2018) 2, pp. 326-336

Persistent link: https://www.econbiz.de/10012160933

How demanding and consistent is the 2018 stress test design in comparison to previous exercises? : banking union scrutiny

Haselmann, Rainer; Wahrenburg, Mark - 2018

We provide an assessment of the design and calibration of the 2018 EU-wide stress test. The adverse scenario for the 2018 stress test is more severe than for previous stress tests in terms of the assumed GDP decline in the EU area. However, the test is less severe in terms of the losses that...