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Macro Stress Tests and Crises...
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197
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24
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91
The integrated impact of credit and interest rate risk on banks : an economic value and capital adequacy perspective
Drehmann, Mathias
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003616066
Saved in:
92
Evaluación del riesgo de crisis bancarias : una revisión
Borio, Claudio E. V.
;
Drehmann, Mathias
- In:
Boletín / Centro de Estudios Monetarios Latinoamericanos
55
(
2009
)
3
,
pp. 139-153
Persistent link: https://www.econbiz.de/10008650809
Saved in:
93
The integrated impact of credit and interest rate risk on banks : a dynamic framework and stress testing application
Drehmann, Mathias
;
Sorensen, Steffen
;
Stringa, Marco
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 713-729
Persistent link: https://www.econbiz.de/10003966040
Saved in:
94
An economic capital model integrating credit and interest rate risk in the banking book
Alessandri, Piergiorgio
;
Drehmann, Mathias
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 730-742
Persistent link: https://www.econbiz.de/10003966042
Saved in:
95
Towards an operational framework for financial stability : "fuzzy" measurement and its consequences
Borio, Claudio E. V.
;
Drehmann, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003855791
Saved in:
96
Characterising the financial cycle : don't lose sight of the medium term!
Drehmann, Mathias
;
Borio, Claudio E. V.
;
Tsatsaronis, Kostas
-
2012
Persistent link: https://www.econbiz.de/10009559761
Saved in:
97
Liquidity risk, cash-flow constraints and systemic feedbacks
Kapadia, Sujit
;
Drehmann, Mathias
;
Elliott, John
; …
-
2012
Persistent link: https://www.econbiz.de/10009559802
Saved in:
98
Evaluating early warning indicators of banking crises : satisfying policy requirements
Drehmann, Mathias
;
Juselius, Mikael
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10010515584
Saved in:
99
Stress-testing macro stress testing : does it live up to expectations?
Borio, Claudio E. V.
;
Drehmann, Mathias
;
Tsatsaronis, Kostas
- In:
Journal of financial stability
12
(
2014
),
pp. 3-15
Persistent link: https://www.econbiz.de/10011285082
Saved in:
100
Leverage dynamics and the real burden of debt
Juselius, Mikael
;
Drehmann, Mathias
-
2015
Persistent link: https://www.econbiz.de/10011300841
Saved in:
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