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81
Scenario design and calibration
Isogai, Takashi
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 68-79)
.
2009
Persistent link: https://www.econbiz.de/10003906127
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82
Risk aggregation and economic capital
Tola, Vincenzo
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 80-98)
.
2009
Persistent link: https://www.econbiz.de/10003906128
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83
Data needs for stress-testing
Cannata, Francesco
;
Krüger, Ulrich
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 99-116)
.
2009
Persistent link: https://www.econbiz.de/10003906131
Saved in:
84
Stress-testing credit risk : the Italian experience
Laviola, Sebastiano
;
Marcucci, Juri
;
Quagliariello, Mario
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 133-148)
.
2009
Persistent link: https://www.econbiz.de/10003906134
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85
Stress-testing US banks using economic-value-of-equity (EVE) models
Carhill, Michael David
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 149-164)
.
2009
Persistent link: https://www.econbiz.de/10003906137
Saved in:
86
A framework for integrating different risks : the interaction between credit and interest rate risk
Sorensen, Steffen
;
Stringa, Marco
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 165-183)
.
2009
Persistent link: https://www.econbiz.de/10003906139
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87
Stress-testing linkages between banks in the Netherlands
Lelyveld, Iman van
;
Liedorp, Franka
;
Pröpper, Marc
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 184-201)
.
2009
Persistent link: https://www.econbiz.de/10003906141
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88
An integrated approach to stress-testing : the Austrian systemic risk monitor (SRM)
Boss, Michael
;
Krenn, Gerald
;
Puhr, Claus
;
Summer, Martin
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 202-237)
.
2009
Persistent link: https://www.econbiz.de/10003906143
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89
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
Saved in:
90
Stress-testing in the EU new member states
Głogowski, Adam
- In:
Stress-testing the banking system : methodologies and …
,
(pp. 261-277)
.
2009
Persistent link: https://www.econbiz.de/10003906145
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