Stress-testing the Banking System
Latest Publications

TOTAL DOCUMENTS

19

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By Cambridge University Press

9780511635618

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stress-testing at the IMF

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.018 ◽

2009 ◽

pp. 297-317

Author(s):

Marina Moretti ◽

Stéphanie Stolz ◽

Mark Swinburne

Keyword(s):

Stress Testing ◽

Download Full-text

Cross-border macro stress-testing: progress and future challenges for the EU

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.017 ◽

2009 ◽

pp. 278-296

Author(s):

Olli Castrén ◽

John Fell ◽

Nico Valckx

Keyword(s):

Stress Testing ◽

Cross Border ◽

Future Challenges ◽

Download Full-text

Stress-testing credit risk: the Italian experience

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.010 ◽

2009 ◽

pp. 133-148

Author(s):

Sebastiano Laviola ◽

Juri Marcucci ◽

Mario Quagliariello

Keyword(s):

Credit Risk ◽

Stress Testing ◽

Italian Experience

Download Full-text

A framework for assessing financial stability

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.003 ◽

2009 ◽

pp. 7-17

Author(s):

Maurizio Trapanese

Keyword(s):

Financial Stability

Download Full-text

Stress-testing in the EU new member states

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.016 ◽

2009 ◽

pp. 261-277

Author(s):

Adam Głogowski

Keyword(s):

Stress Testing ◽

Member States ◽

New Member States ◽

Eu New Member States ◽

Download Full-text

A framework for integrating different risks: the interaction between credit and interest rate risk

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.012 ◽

2009 ◽

pp. 165-183

Author(s):

Steffen Sorensen ◽

Marco Stringa

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Download Full-text

Foreword

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.001 ◽

2009 ◽

pp. xxi-xxii

Author(s):

Giovanni Carosio

Download Full-text

Macroeconomic stress-testing banks: a survey of methodologies

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.005 ◽

2009 ◽

pp. 37-67 ◽

Author(s):

Mathias Drehmann

Keyword(s):

Download Full-text

From macro to micro: the French experience on credit risk stress-testing

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.015 ◽

2009 ◽

pp. 238-260 ◽

Author(s):

Muriel Tiesset ◽

Clément Martin

Keyword(s):

Credit Risk ◽

Stress Testing ◽

French Experience

Download Full-text

Macroeconomic stress-testing: definitions and main components

Stress-testing the Banking System ◽

10.1017/cbo9780511635618.004 ◽

2009 ◽

pp. 18-36 ◽

Author(s):

Mario Quagliariello

Keyword(s):

Stress Testing ◽

Main Components

Download Full-text