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Stress testing the system : simulating the global consequences of the next financial crisis
Kubarych, Roger M. - 2001
Persistent link: https://www.econbiz.de/10001586482
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Scenario design for macrofinancial stress testing
De Meo, Emanuele - In: The journal of risk model validation 16 (2022) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10014239844
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Macroprudential policies and climate risks
Grünewald, Seraina Neva - 2023
It has become widely acknowledged that the looming climate crisis and the necessary transition to a low-carbon economy can and will be financially material for financial institutions. Accordingly, microprudential supervisors have started including climate-related financial risks in their daily...
Persistent link: https://www.econbiz.de/10014263182
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The Road to 2020 : Scenarios for a World in Crisis
Djankov, Simeon - 2012
development experts from IFC, the International Monetary Fund, and the World Bank discussed the unfolding crisis. This paper is a … product of the staff of the Financial and Private Sector Development Vice Presidency of the World Bank Group. The scenarios … described in this paper do not necessarily reflect the views of the World Bank Group, its Executive Directors, or the …
Persistent link: https://www.econbiz.de/10012247924
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Green central banking and regulation to foster sustainable finance
Shirai, Sayuri - 2023
As it is becoming clear that climate change will exert a major impact on inflation, economic growth, and financial system stability, central banks and financial regulators have increasingly recognized that they can no longer ignore climate change and other environmental issues. In general,...
Persistent link: https://www.econbiz.de/10013546180
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Macrofinancial stress test scenario design : for banks and beyond
Groß, Marco; Henry, Jérôme; Rancoita, Elena - In: Handbook of financial stress testing, (pp. 77-97). 2022
Persistent link: https://www.econbiz.de/10013343551
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Risk management lessons learned from the financial crisis : one CRO's view
Wilson, Thomas C. - In: Journal of risk management in financial institutions 6 (2012/13) 2, pp. 167-177
Persistent link: https://www.econbiz.de/10009737791
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Systematic systemic stress tests
Breuer, Thomas; Summer, Martin - 2018
Persistent link: https://www.econbiz.de/10011984002
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Macro stress testing euro area banks' fees and commissions
Kok Sørensen, Christoffer; Mirza, Harun; Pancaro, Cosimo - 2017
This paper uses panel econometric techniques to estimate a macro-financial model for fee and commission income over total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis projecting the fee and commission income ratio over a three...
Persistent link: https://www.econbiz.de/10011637357
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A framework for macroprudential stress testing
Morell, Joe; Rice, Jonathan; Shaw, Frances - 2022
Persistent link: https://www.econbiz.de/10013536459