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Stress-testing the banking system : methodologies and applications
Quagliariello, Mario (ed.) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003816389
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Scenario design and calibration
Isogai, Takashi - In: Stress-testing the banking system : methodologies and …, (pp. 68-79). 2009
Persistent link: https://www.econbiz.de/10003906127
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Stress-testing at the IMF
Moretti, Marina; Stolz, Stéphanie Marie; Swinburne, Mark - In: Stress-testing the banking system : methodologies and …, (pp. 297-317). 2009
Persistent link: https://www.econbiz.de/10003906151
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A Climate Stress-Test of the Financial System
Battiston, Stefano; Mandel, Antoine - 2020
The urgency of estimating the impact of climate risks on the financial system is increasingly recognized among scholars and practitioners. By adopting a network approach to financial dependencies, we look at how climate policy risk might propagate through the financial system. We develop a...
Persistent link: https://www.econbiz.de/10012855741
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Stress-testing US banks using economic-value-of-equity (EVE) models
Carhill, Michael David - In: Stress-testing the banking system : methodologies and …, (pp. 149-164). 2009
Persistent link: https://www.econbiz.de/10003906137
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Stress-testing linkages between banks in the Netherlands
Lelyveld, Iman van; Liedorp, Franka; Pröpper, Marc - In: Stress-testing the banking system : methodologies and …, (pp. 184-201). 2009
Persistent link: https://www.econbiz.de/10003906141
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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
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From macro to micro : the French experience on credit risk stress-testing
Tiesset, Muriel; Martin, Clément - In: Stress-testing the banking system : methodologies and …, (pp. 238-260). 2009
Persistent link: https://www.econbiz.de/10003906144
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Cross-border macro stress-testing : progress and future challenges for the EU
Castrén, Olli; Fell, John P. C.; Valckx, Nico - In: Stress-testing the banking system : methodologies and …, (pp. 278-296). 2009
Persistent link: https://www.econbiz.de/10003906147
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Stress-Testing of Liquidity Risk in Target2
Papsdorf, Patrick - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...
Persistent link: https://www.econbiz.de/10012962520