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Banking system stress testing and COVID-19 : a first summary appraisal
Henry, Jérôme - In: Journal of risk management in financial institutions 14 (2020/2021) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10012504462
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Systemic risk of China's financial system : 2007-2018 : a comparison between CoVar, MES and SRISK across banks, insurance and securities firms
Zhou, Hua; Liu, Wenjin; Wang, Liang - In: The Chinese economy : translations and studies 53 (2020) 3, pp. 221-245
Persistent link: https://www.econbiz.de/10012182182
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Systemic risk-shifting in financial networks
Elliott, Matthew; Georg, Co-Pierre; Hazell, Jonathon - 2020
Persistent link: https://www.econbiz.de/10013205466
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Macro stress testing the U.S. banking system
Kanas, Angelos; Molyneux, Philip - In: Journal of international financial markets, … 54 (2018), pp. 204-227
Persistent link: https://www.econbiz.de/10011984051
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Does a one-size-fits-all approach to financial regulations alleviate default risk? : the case of dual banking systems
Rizwan, Muhammad Suhail; Moinuddin, Muhammad; … - In: Journal of regulatory economics 53 (2018) 1, pp. 37-74
Persistent link: https://www.econbiz.de/10012026529
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Systemic risk in financial systems : a feedback approach
Silva, Thiago Christiano; Silva, Michel Alexandre da; … - In: Journal of economic behavior & organization : JEBO 144 (2017), pp. 97-120
Persistent link: https://www.econbiz.de/10011926888
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Systemic risk of the consumer credit network across financial institutions
Kim, Hyun Hak; Jung, Hosung - 2019
Persistent link: https://www.econbiz.de/10012171458
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Advancements in stress-testing methodologies for financial stability applications
Budnik, Katarzyna; Marques, Aurea Ponte; Ben Hadj, … - 2024
European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST …
Persistent link: https://www.econbiz.de/10014530302
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Credit risk determinants in the vulnerable economies of Europe : evidence from the Spanish banking system
Gila-Gourgoura, E.; Nikolaidou, Eftychia - In: International journal of business and economic sciences … 10 (2017) 1, pp. 60-71
from the Central Bank of Spain and from the European Central Bank, the paper employs the ARDL approach to cointegration to … identify the existence of a long or short-run relationship between NPLs and a set of macroeconomic, bank-related and country …-specific indicators. Findings: Findings from the ARDL model indicate that macroeconomic, bank-specific variables and interest rates are …
Persistent link: https://www.econbiz.de/10011649421
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Banks' financial reporting and financial system stability
Acharya, Viral V.; Ryan, Stephen G. - In: Journal of accounting research 54 (2016) 2, pp. 277-340
Persistent link: https://www.econbiz.de/10011499999