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Upravlenie riskami finansovych...
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1
Stress testing convergence
Gutiérrez Gallardo, Germán
;
Schuermann, Til
;
Duane, …
- In:
Journal of risk management in financial institutions
9
(
2015/2016
)
1
,
pp. 32-45
Persistent link: https://www.econbiz.de/10011488786
Saved in:
2
Banking stress test effects on returns and risks
Neretina, Ekaterina
;
Sahin, Cenkhan
;
Haan, Jakob de
-
2014
Persistent link: https://www.econbiz.de/10010343579
Saved in:
3
Modelling systemically important banks vis-à-vis the basel prudential guidelines
Salim, M. Zulkifli
;
Daly, Kevin James
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
7
,
pp. 1-20
concordance with the Basel guidelines as applied by a
bank
supervisor. The findings show that SRISK produced a more consistent …
Persistent link: https://www.econbiz.de/10012622472
Saved in:
4
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
Saved in:
5
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
6
People's Republic of China-Hong Kong Special Administrative Region : financial sector assessment program : technical note : stress testing the banking sector and systemic risk anal...
Internationaler Währungsfonds
-
2021
Hong Kong SAR (HKSAR) is a small and open economy, and a major international financial center with extensive linkages to Mainland China. Over the past two years, Hong Kong SAR's economy and financial sector were adversely impacted by domestic social unrest, US-China tensions, and the global...
Persistent link: https://www.econbiz.de/10012604066
Saved in:
7
Banking stress test effects on returns and risks
Sahin, Cenkhan
;
Haan, Jakob de
;
Neretina, Ekaterina
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012495750
Saved in:
8
Stand-alone vs systemic risk-taking of financial institutions
Strobl, Sascha
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
4
,
pp. 374-389
Persistent link: https://www.econbiz.de/10011572083
Saved in:
9
Systemic risk measurement in banking using self-organizing maps
Kolari, James W.
;
Sanz, Ivan
- In:
Journal of banking regulation
18
(
2017
)
4
,
pp. 338-358
Persistent link: https://www.econbiz.de/10012010244
Saved in:
10
Do capital adequacy and credit quality affect systematic risk? : investigation of a sample of European Listed Banks in light of EBA stress tests
Miani, Stefano
;
Floreani, Josanco
;
Paltrinieri, Andrea
- In:
The quarterly journal of finance
8
(
2018
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011922056
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