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Brei, Michael; Gambacorta, Leonardo; Lucchetta, Marcella; … - 2020

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Macro stress testing with a macroeconomic credit risk model for Finland

Virolainen, Kimmo - 2004

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An analysis of Finnish debtors who defaulted in 2014-2016 because of unsecured credit products

Majamaa, K.; Lehtinen, A.-R. - In: Journal of consumer policy : consumer issues in law, … 45 (2022) 4, pp. 595-617

Persistent link: https://www.econbiz.de/10013548793

Local logit regression for recovery rate

Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti - 2017

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Financial failure of a startup : a simulation approach

Laitinen, Erkki K. - In: International journal of management & enterprise … 15 (2016) 4, pp. 282-307

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Stress testing and calibration of macroprudential policy tools

Górnicka, Lucyna; Valderrama, Laura - 2020

We present a semi-structural model of default risk, which is a function of loan and borrower characteristics, economic conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to calibrate borrower-based macroprudential tools....

Persistent link: https://www.econbiz.de/10012301885

Risk contagion among banks : evidence from Chinese data

Zhao, Hong; Lei, Yiqing; Zhang, Ying; Li, Lingxiang - In: Applied economics letters 30 (2023) 10, pp. 1374-1380

Persistent link: https://www.econbiz.de/10014304263

Early warning early action for the banking solvency risk in the COVID-19 pandemic era : a case study of Indonesia

Hidayat, Taufiq; Masyita, Dian; Nidar, Sulaeman Rahman; … - In: Economies : open access journal 10 (2022) 1, pp. 1-21

an early warning and early action simulation model to mitigate the solvency risk using the system dynamics methodology … and the Powersim Studio 10© software. The addition of an early action simulation updates the existing early warning model …

Persistent link: https://www.econbiz.de/10012800542

A simulation approach to evaluate systemic risk

Brämer, Patrick; Gischer, Horst; Lücke, Christine - In: European journal of political economy 34 (2014), pp. 53-64

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Simulation methods to assess the danger of contagion in interbank markets

Upper, Christian - In: Journal of financial stability 7 (2011) 3, pp. 111-125

Persistent link: https://www.econbiz.de/10009272356