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Bank liquidity and financial stability
Valla, Natacha; Saes-Escorbiac, Béatrice; Tiesset, Muriel - In: Financial stability review : FSR 9 (2006), pp. 89-104
Persistent link: https://www.econbiz.de/10003418766
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Bank liquidity and financial stability
Valla, Natacha; Saes-Escorbiac, Beatrice; Tiesset, Muriel - Bank for International Settlements (BIS)
Persistent link: https://www.econbiz.de/10010568944
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From macro to micro : the French experience on credit risk stress-testing
Tiesset, Muriel; Martin, Clément - In: Stress-testing the banking system : methodologies and …, (pp. 238-260). 2009
Persistent link: https://www.econbiz.de/10003906144
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Predicting financial distress in a high-stress financial world : the role of option prices as bank risk metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - 2010
Persistent link: https://www.econbiz.de/10009381117
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Monitoring financial distress in a high-stress financial world : the role of option prices as bank risk metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - In: Journal of financial services research : JFSR 44 (2013) 3, pp. 229-257
Persistent link: https://www.econbiz.de/10010336307
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Regulatory capital and economic capital
Tiesset, Muriel; Troussard, Philippe - In: Financial stability review : FSR (2005) 7, pp. 59-74
Persistent link: https://www.econbiz.de/10003229692
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Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - In: Journal of Financial Services Research 44 (2013) 3, pp. 229-257
The current financial crisis offers a unique opportunity to investigate the leading properties of market indicators in a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information that has been little explored in the empirical literature is...
Persistent link: https://www.econbiz.de/10010863572
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Regulatory capital and economic capital
Tiesset, Muriel; Troussard, Philippe - In: Financial stability review : FSR (2005) 7, pp. 59-74
Persistent link: https://www.econbiz.de/10009921028
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Predicting Financial Distress in a High-Stress Financial World : The Role of Option Prices as Bank Risk Metrics
Coffinet, Jerome; Pop, Adrian; Tiesset, Muriel - 2010
The current financial crisis offers a unique opportunity to investigate the leading properties of market indicators in a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information that has been little explored in the empirical literature is...
Persistent link: https://www.econbiz.de/10014187825
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Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - HAL - 2010
The current financial crisis offers a unique opportunity to investigate the leading properties of market indicators in a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information that has been little explored in the empirical literature is...
Persistent link: https://www.econbiz.de/10008793854