Making sense of the comprehensive assessment
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- Viral Acharya & Robert Engle & Matthew Richardson, 2012. "Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks," American Economic Review, American Economic Association, vol. 102(3), pages 59-64, May.
- Steffen, Sascha, 2014. "Robustness, validity, and significance of the ECB's asset quality review and stress test exercise," SAFE White Paper Series 23, Leibniz Institute for Financial Research SAFE.
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As found by EconAcademics.org, the blog aggregator for Economics research:- An Open Letter to Randal K. Quarles, Federal Reserve Vice Chair for Supervision
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-06-21 18:01:15
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- 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.).
- Sahin, Cenkhan & de Haan, Jakob, 2016. "Market reactions to the ECB’s Comprehensive Assessment," Economics Letters, Elsevier, vol. 140(C), pages 1-5.
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2024.
"Estimating systemic risk for non-listed Euro-area banks,"
Journal of Financial Stability, Elsevier, vol. 75(C).
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023. "Estimating systemic risk for non-listed euro-area banks," Working Paper Series 2856, European Central Bank.
- Sahin, Cenkhan & de Haan, Jakob, 2016.
"Market reactions to the ECB’s Comprehensive Assessment,"
Economics Letters, Elsevier, vol. 140(C), pages 1-5.
- Cenkhan Sahin & Jakob de Haan, 2015. "Market reactions to the ECB's Comprehensive Assessment," DNB Working Papers 463, Netherlands Central Bank, Research Department.
- Buch, Claudia M. & Krause, Thomas & Tonzer, Lena, 2019.
"Drivers of systemic risk: Do national and European perspectives differ?,"
Journal of International Money and Finance, Elsevier, vol. 91(C), pages 160-176.
- Krause, Thomas & Buch, Claudia M. & Tonzer, Lena, 2015. "Drivers of Systemic Risk: Do National and European Perspectives Differ?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113103, Verein für Socialpolitik / German Economic Association.
- Buch, Claudia M. & Krause, Thomas & Tonzer, Lena, 2017. "Drivers of systemic risk: Do national and European perspectives differ?," Discussion Papers 09/2017, Deutsche Bundesbank.
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More about this item
Keywords
Asset Quality Review; Single Supervisy Mechanism; European Central Bankor;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-02-22 (Banking)
- NEP-CBA-2015-02-22 (Central Banking)
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