Germany: Technical Note on Stress Testing
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Cited by:
- International Monetary Fund, 2013. "Belgium: Technical Note on Stress Testing the Banking and Insurance Sectors," IMF Staff Country Reports 2013/137, International Monetary Fund.
- Andreas Jobst & Mr. Dale F Gray, 2013. "Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk," IMF Working Papers 2013/054, International Monetary Fund.
- International Monetary Fund, 2014. "People’s Republic of China–Hong Kong Special Administrative Region: Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note," IMF Staff Country Reports 2014/210, International Monetary Fund.
- Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2018. "Many a little makes a mickle: Stress testing small and medium-sized German banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 237-253.
- Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
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Keywords
ISCR; CR; bank; capital ratio; capital; Tier 1; put option; debt holder; Grouping bank; banking system; percentage share; bank liability; large bank; conservation buffer; bank's CDS; sensitivity analysis; credit risk; Stress testing; Basel III; Systemic risk; Capital adequacy requirements; Personal income; Global;All these keywords.
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