Similar Search Results

Narrow search

Macroprudential due-diligence framework for shadow banking entities

Prorokowski, Lukasz - In: Bank i kredyt 51 (2020) 6, pp. 587-612

Persistent link: https://www.econbiz.de/10012503467

Challenges for systemic risk assessment in low-income countries

Catalán, Mario; Demekas, Dimitri G. - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 118-129

Persistent link: https://www.econbiz.de/10011306357

Supervisory stress testing for central counterparties : a macroprudential, two-tier approach

Anderson, Edward; Cerezetti, Fernando; Manning, Mark - In: The journal of financial market infrastructures 8 (2019) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10012373171

Can we prove a bank guilty of creating systemic risk? : a minority report

Daníelsson, Jón; James, Kevin; Valenzuela, Marcela; … - In: Journal of money, credit and banking : JMCB 48 (2016) 4, pp. 795-812

Persistent link: https://www.econbiz.de/10011615592

Stress testing and calibration of macroprudential policy tools

Górnicka, Lucyna; Valderrama, Laura - 2020

conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to … that can be made to capture country-specific institutional features. The model uses bank portfolio data broken down by risk …