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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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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
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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
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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
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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
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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