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Stress-testing German credit portfolios
Mager, Ferdinand; Schmieder, Christian - In: The journal of risk model validation 3 (2009/10) 4, pp. 27-45
Persistent link: https://www.econbiz.de/10009262133
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A dynamic approach to analysing the effect of the global crisis on nonperforming loans : evidence from the Turkish banking sector
Us, Vuslat - In: Applied economics letters 24 (2017) 1/3, pp. 186-192
Persistent link: https://www.econbiz.de/10011704034
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Modelling scenario analysis and macro stress-testing
End, Jan-Willem van den; Hoeberichts, Marco; Tabbae, Mostafa - 2006
Persistent link: https://www.econbiz.de/10003391372
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Stress-testing banks : a comparative analysis
Baudino, Patrizia; Goetschmann, Roland; Henry, Jérôme; … - 2018
Persistent link: https://www.econbiz.de/10012202125
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Stress-testing the banking system : methodologies and applications
Quagliariello, Mario (ed.) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003816389
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A Top-Down Approach to Stress-Testing Banks
Kapinos, Pavel S. - 2015
this approach to identify the balance sheet and income statement factors that are key in explaining bank heterogeneity in … capitalization measures at the bank-by-bank and industry-wide levels. Our results suggest that while capitalization of the U …
Persistent link: https://www.econbiz.de/10013033145
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A Top-Down Approach to Stress-Testing Banks
Kapinos, Pavel S. - 2015
this approach to identify the balance sheet and income statement factors that are key in explaining bank heterogeneity in … capitalization measures at the bank-by-bank and industry-wide levels. Our results suggest that while capitalization of the U …
Persistent link: https://www.econbiz.de/10013022441
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A study on the EBA stress test results : influence of bank, portfolio and country-level characteristics
Hernández, Javier; Población García, Javier; … - 2022
the role played by bank-level variables, banking sector features in each country, and the specific characteristics of the …/substitution effects of both bank- and portfolio-level variables with the characteristics of the banking sector when explaining credit risk …
Persistent link: https://www.econbiz.de/10012822183
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
Oehler, Andreas (ed.) - 2002 - 2., überarb. und erheblich erw. Aufl.
Persistent link: https://www.econbiz.de/10001697590
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Bedeutung und Messung des Loss-Given-Defaults im Rahmen der ökonomischen und aufsichtsrechtlichen Kreditrisikomodellierung
Asmus, Corinna - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003538202