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~subject:"Financial crisis"
~subject:"Systemic risk"
~type_genre:"Aufsatz im Buch"
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Stress testing : principles, concepts, and frameworks
4
A Modern Guide to Financial Shocks and Crises
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ECONIS (ZBW)
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Macro-financial stress testing : principles and practices
Oura, Hiroko
;
Schumacher, Liliana
;
Chan-Lau, Jorge A.
; …
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 11-54)
.
2020
Persistent link: https://www.econbiz.de/10012372929
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2
A new heuristic measure of fragility and tail risks : application to stress testing
Taleb, Nassim Nicholas
;
Canetti, Elie
;
Kinda, Tidiane
; …
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 261-276)
.
2020
Persistent link: https://www.econbiz.de/10012373006
Saved in:
3
How to capture macro-financial spillover effects in stress tests
Hesse, Heiko
;
Salman, Ferhan
;
Schmieder, Christian
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 277-297)
.
2020
Persistent link: https://www.econbiz.de/10012373007
Saved in:
4
Macroprudential liquidity stress testing in FSAPs for systemically important financial systems
Jobst, Andreas A.
;
Ong, Li Lian
;
Schmieder, Christian
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 403-444)
.
2020
Persistent link: https://www.econbiz.de/10012373020
Saved in:
5
Systemic risks in global banking : what available data can tell us and what more data are needed?
Cerutti, Eugenio M.
;
Claessens, Stijn
;
McGuire, Patrick M.
- In:
Risk topography : systemic risk and macro modeling
,
(pp. 235-260)
.
2014
Persistent link: https://www.econbiz.de/10010408488
Saved in:
6
International banks and the transmission of financial shocks
Cerutti, Eugenio M.
;
Zhou, Haonan
- In:
A Modern Guide to Financial Shocks and Crises
,
(pp. 111-134)
.
2021
Persistent link: https://www.econbiz.de/10013193791
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