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Evaluación del riesgo de crisis bancarias : una revisión

Borio, Claudio E. V.; Drehmann, Mathias - In: Boletín / Centro de Estudios Monetarios Latinoamericanos 55 (2009) 3, pp. 139-153

Persistent link: https://www.econbiz.de/10008650809

Stress-testing macro stress testing : does it live up to expectations?

Borio, Claudio E. V.; Drehmann, Mathias; Tsatsaronis, Kostas - In: Journal of financial stability 12 (2014), pp. 3-15

Persistent link: https://www.econbiz.de/10011285082

The credit-to-GDP gap and countercyclical capital buffers : questions and answers

Drehmann, Mathias; Tsatsaronis, Kostas - In: BIS quarterly review : international banking and … (2014), pp. 55-73

Persistent link: https://www.econbiz.de/10010340686

Assessing the risk of banking crises : revisited

Borio, Claudio E. V.; Drehmann, Mathias - In: BIS quarterly review : international banking and … (2009), pp. 29-46

Persistent link: https://www.econbiz.de/10003817529

Stress-testing macro stress testing : does it live up to expectations?

Borio, Claudio E. V.; Drehmann, Mathias; Tsatsaronis, Kostas - 2012

Persistent link: https://www.econbiz.de/10009535772

Which credit gap is better at predicting financial crises? : a comparison of univariate filters

Drehmann, Mathias; Yetman, James - 2020

Persistent link: https://www.econbiz.de/10012260671

Predicting recessions: financial cycle versus term spread

Borio, Claudio E. V.; Drehmann, Mathias; Xia, Fan Dora - 2019

Persistent link: https://www.econbiz.de/10012131163

Forecasting recessions : the importance of the financial cycle

Borio, Claudio E. V.; Drehmann, Mathias; Xia, Fan Dora - In: Journal of macroeconomics 66 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012433835

Which credit gap is better at predicting financial crises? : a comparison of univariate filters

Drehmann, Mathias; Yetman, James - In: International journal of central banking : IJCB 17 (2021) 4, pp. 225-255

Persistent link: https://www.econbiz.de/10014323185

Stress-Testing Macro Stress Testing : Does it Live Up to Expectations?

Borio, Claudio E. V. - 2014

We critically review the state of the art in macro stress testing, assessing its strengths and weaknesses. We argue that, given current technology, macro stress tests are ill-suited as early warning devices, ie as tools for identifying vulnerabilities during seemingly tranquil times and for...

Persistent link: https://www.econbiz.de/10013066619