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Scenario-based stress tests : are they painful enough?

Ellis, Colin - In: Contemporary economics 11 (2017) 2, pp. 219-234

Forecasts, models and stress tests are important tools for policymakers and business planners. Recent developments in these related spheres have seen greater emphasis placed on stress tests from a regulatory perspective, while at the same time forecasting performance has been criticized. Given...

Persistent link: https://www.econbiz.de/10011760487

A quantitative framework for testing the resilience of Islamic finance portfolios under IFSB and Basel capital rules

Aydın, Nadi Serhan - In: International journal of Islamic and Middle Eastern … 10 (2017) 3, pp. 290-311

Persistent link: https://www.econbiz.de/10011797002

Asset correlations and procyclical impact

Ho, Kung-Cheng; Chen, Jiun-Lin; Lee, Shih-Cheng - In: The journal of risk model validation 11 (2017) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011671171

Does operating risk affect portfolio risk? : evidence from insurers' securities holding

Chen, Xuanjuan; Sun, Zhenzhen; Yao, Tong; Yu, Tong - In: The journal of corporate finance : contracting, … 62 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012239232

Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures

Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 681-712

Persistent link: https://www.econbiz.de/10012213643

A sensitivity analysis of the alpha factor

Einemann, Michael; Kalkbrener, Michael - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 49-70

Persistent link: https://www.econbiz.de/10012298981

A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios

Choi, So Eun; Jang, Hyun Jin; Choe, Geon Ho - In: Applied economics letters 27 (2020) 15, pp. 1264-1271

Persistent link: https://www.econbiz.de/10012267120

Sustainable profitability in volatile cyclical markets

Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189

Persistent link: https://www.econbiz.de/10012250026

Mind the tail, or risk to fail

Gupta, Jairaj; Chaudhry, Sajid M. - In: Journal of business research : JBR 99 (2019), pp. 167-185

Persistent link: https://www.econbiz.de/10012023593

Asymmetric asset correlation in credit portfolios

Cho, Yongbok; Lee, Yong Woong - In: Finance research letters 49 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013478636

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