Stress Testing Convergence
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Abstract
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Other versions of this item:
- Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael, 2016. "Stress testing convergence," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 9(1), pages 32-45, January.
Citations
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Cited by:
- Niepmann, Friederike & Stebunovs, Viktors, 2024.
"Modeling your stress away,"
Journal of Banking & Finance, Elsevier, vol. 158(C).
- Niepmann, Friederike & Stebunovs, Viktors, 2018. "Modeling Your Stress Away," CEPR Discussion Papers 12624, C.E.P.R. Discussion Papers.
- Friederike Niepmann & Viktors Stebunovs, 2018. "Modeling Your Stress Away," International Finance Discussion Papers 1232, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Schneider & Philip E Strahan & Jun Yang, 2023. "Bank Stress Testing: Public Interest or Regulatory Capture?," Review of Finance, European Finance Association, vol. 27(2), pages 423-467.
- Cornett, Marcia Millon & Minnick, Kristina & Schorno, Patrick J. & Tehranian, Hassan, 2020. "An examination of bank behavior around Federal Reserve stress tests," Journal of Financial Intermediation, Elsevier, vol. 41(C).
More about this item
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2015-09-05 (Central Banking)
- NEP-RMG-2015-09-05 (Risk Management)
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