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Stress test robustness : recent advances and open problems
Breuer, Thomas; Summer, Martin - In: Financial stability report 25 (2013), pp. 74-86
Persistent link: https://www.econbiz.de/10010356052
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A new macroprudential tool to assess sources of financial risks : implied-systemic cost of risks
Conciarelli, Alessandro - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 74-88
Persistent link: https://www.econbiz.de/10010472041
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The impact of climate transition risks on financial stability : a systemic risk approach
Ojea-Ferreiro, Javier; Reboredo, Juan Carlos; Ugolini, … - 2022
Transitioning to a low-carbon economy involves risks for the value of financial assets, with potential ramifications for financial stability. We quantify the systemic impact on financial firms arising from changes in the value of financial assets under three climate transition scenarios that...
Persistent link: https://www.econbiz.de/10013041402
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Applications of liquidity risk discovery using financial market infrastructures transaction archives
Heuver, Richard - 2020
Persistent link: https://www.econbiz.de/10012294786
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Are systemically important eurozone banks undercapitalized? : a stress testing approach
Kahlert, Dennis; Wagner, Niklas F. - In: Three essays on capital and liquidity, (pp. 6-52). 2018
Persistent link: https://www.econbiz.de/10012116889
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Systemic risk and individual risk : a trade-off?
Yongoua Tchikanda, Tatiana Gaelle - 2017 - Preliminary draft
Persistent link: https://www.econbiz.de/10011738959
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Systemic Financial Risk : An Emerging Market Perspective
Karminsky, Alexander (ed.); Stolbov, Michail I. (ed.) - 2024
Part I. New Trends in International Financial Development and Risk Assessment -- Chapter 1. Adapted Approaches to Measuring Financial Development Konstantin Krinichansky -- Chapter 2. Green Finance: Trends, Prospects and Risks Svetlana Pertseva , Anna Vityazeva -- Chapter 3. Dynamic BRICS Stock...
Persistent link: https://www.econbiz.de/10014535157
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Reverse stress testing : scenario design for macroprudential stress tests
Baes, Michel; Schaanning, Eric - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 209-256
Persistent link: https://www.econbiz.de/10014278668
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Climate stress testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - In: Annual review of financial economics 15 (2023), pp. 291-326
Persistent link: https://www.econbiz.de/10014426292