Similar Search Results

Ding, Xiaodan; Groß, Marco; Krznar, Ivo; Laliotis, … - 2022

Persistent link: https://www.econbiz.de/10013336031

Assessing the financial and informational role of supervisory stress tests : EU-wide 2018 stress test vis-à-vis EU-wide 2021 stress test

Karakostas, Dimitrios; Tsakalos, Ioannis; Fassas, Athanasios - In: Journal of financial regulation and compliance 31 (2023) 4, pp. 397-419

Persistent link: https://www.econbiz.de/10014334447

Regulatory stress testing and bank performance

Ahnert, Lukas; Vogt, Pascal; Vonhoff, Volker; Weigert, … - 2020 - This version: April, 2020

This paper investigates the impact of stress testing results on bank's equity and CDS performance using a large sample … banks experience positive abnormal equity returns and tighter CDS spreads, while failing banks show strong drops in equity … evaluating strategic options for affected banks and investors. …

Persistent link: https://www.econbiz.de/10012210061

A review of stress test methodology

Riebl, Leonhard; Gutierrez, Pilar - In: Journal of securities operations & custody 10 (2017/2018) 3, pp. 254-267

Persistent link: https://www.econbiz.de/10011890854

Models of financial stability and their application in stress tests

Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017

banks …

Persistent link: https://www.econbiz.de/10011906282

Macrofinancial stress testing : incorporating systemic risk perspectives into a stress framework

Oura, Hiroko; Schumacher, Liliana - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 26-37

Persistent link: https://www.econbiz.de/10010259568

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

Financial stability and solvency of Algerian banks, application of stress tests from 2012 to 2016

Mehdi, Bouchetara - In: Financial markets, institutions and risks : FMIR 2 (2018) 4, pp. 57-67

Persistent link: https://www.econbiz.de/10012033556

Stress testing European banks : lessons for risk managers

Haben, Piers; Friedrich, Benjamin - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 264-276

Persistent link: https://www.econbiz.de/10011443585

Banking system stress testing and COVID-19 : a first summary appraisal

Henry, Jérôme - In: Journal of risk management in financial institutions 14 (2020/2021) 1, pp. 7-24

Persistent link: https://www.econbiz.de/10012504462

1
2
3
4
5
6
7
8
9
10
Next
Last