Similar Search Results

Narrow search

Stress testing as a systemic risk assessment tool

Demekas, Dimitri G. - In: Stress testing : principles, concepts, and frameworks, (pp. 55-60). 2020

Persistent link: https://www.econbiz.de/10012372964

Stress tests as a systemic risk assessment tool

Demekas, Dimitri G. - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 36-44

Persistent link: https://www.econbiz.de/10011670638

Challenges for systemic risk assessment in low-income countries

Catalán, Mario; Demekas, Dimitri G. - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 118-129

Persistent link: https://www.econbiz.de/10011306357

Macro-financial stress testing : principles and practices

Oura, Hiroko; Schumacher, Liliana; Chan-Lau, Jorge A.; … - In: Stress testing : principles, concepts, and frameworks, (pp. 11-54). 2020

Persistent link: https://www.econbiz.de/10012372929

Stress Tests as a Systemic Risk Assessment Tool

Demekas, Dimitri G. - 2022

Turning stress tests into a useful tool for assessing system-wide risk requires the following: (1) incorporating general equilibrium dimensions, so that the outcome of the test depends not only on the size of the shock and the initial buffers of individual institutions, but also on their...

Persistent link: https://www.econbiz.de/10013405768