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Stress testing banks

Schuermann, Til - In: International journal of forecasting 30 (2014) 3, pp. 717-728

Persistent link: https://www.econbiz.de/10010515587

Special issue: The theory and practice of macroprudential regulation

Gale, Douglas; Repullo, Rafael; Schuermann, Til; Smets, … - 2010

Persistent link: https://www.econbiz.de/10008907936

Stress testing bank profitability

Duane, Michael; Schuermann, Til; Reynolds, Peter - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 72-84

Persistent link: https://www.econbiz.de/10010259555

Simulation-based inference in econometrics : methods and applications

Mariano, Roberto S. (contributor); … - 2000 - 1. publ.

Persistent link: https://www.econbiz.de/10001497852

Modeling liquidity risk, with implications for traditional market risk measurement and management

Bangia, Anil; Diebold, Francis X.; Schuermann, Til; … - In: Risk management : the state of the art, (pp. 3-13). 2002

Persistent link: https://www.econbiz.de/10001698270

Horizon problems and extreme events in financial risk management

Christoffersen, Peter C.; Diebold, Francis X.; … - In: The Handbook of risk, (pp. 155-170). 2003

Persistent link: https://www.econbiz.de/10001739107

Exact maximum likelihood estimation of observation-driven econometric models

Diebold, Francis X.; Schuermann, Til - 1996 - Rev. ed

Persistent link: https://www.econbiz.de/10000945190

Pitfalls and opportunities in the use of extreme value theory in risk management

Diebold, Francis X.; Schuermann, Til; Stroughair, John D. - 1998

Persistent link: https://www.econbiz.de/10000998135

Horizon problems and extreme events in financial risk management

Christoffersen, Peter F. - In: Economic policy review 4 (1998) 3, pp. 109-118

Persistent link: https://www.econbiz.de/10001338729

Handbook of financial stress testing

Kleinnijenhuis, Alissa M.; Schuermann, Til; Wetzer, Thomas - 2022

Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial crises. When...

Persistent link: https://www.econbiz.de/10013272611