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Stress Testing Financial Systems: What to Do When the Governor Calls

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Cited by:

  1. Antonella Foglia, 2008. "Stress testing credit risk: a survey of authorities' approaches," Questioni di Economia e Finanza (Occasional Papers) 37, Bank of Italy, Economic Research and International Relations Area.
  2. George Papadopoulos & Savas Papadopoulos & Thomas Sager, 2016. "Credit risk stress testing for EU15 banks: a model combination approach," Working Papers 203, Bank of Greece.
  3. Markus K. Brunnermeier & Gary Gorton & Arvind Krishnamurthy, 2012. "Risk Topography," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 149-176.
  4. Gammadigbé, Vigninou, 2012. "Stress test macroéconomique du système bancaire de l'UEMOA [Macroeconomic stress testing of the WAEMU banking system]," MPRA Paper 39214, University Library of Munich, Germany, revised May 2012.
  5. Biswa N. Bhattacharyay, 2009. "Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis," CESifo Working Paper Series 2803, CESifo.
  6. Kuo-Wei Hsiao & Zhengyi Jiang, 2015. "The Pre- and Post-Crisis Stress Testing in the Banking Sector — A Literature Review," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 77-97.
  7. repec:zbw:bofitp:2012_003 is not listed on IDEAS
  8. Zuzana Fungacova & Petr Jakubik, 2013. "Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 87-105, March.
  9. Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb, 2009. "Early Warning System for Economic and Financial Risks in Kazakhstan," CESifo Working Paper Series 2832, CESifo.
  10. International Monetary Fund, 2009. "Cyprus: Financial Sector Assessment Program Update: Technical Note: Measuring Banking Stability in Cyprus," IMF Staff Country Reports 2009/171, International Monetary Fund.
  11. Abdelaziz Rouabah & John Theal, 2010. "Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector," BCL working papers 47, Central Bank of Luxembourg.
  12. Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006. "Stress testing credit risk: experience from the italian FSAP," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 269-291.
  13. Antonella Foglia, 2009. "Stress Testing Credit Risk: A Survey of Authorities' Aproaches," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 9-45, September.
  14. Kolari, James W. & López-Iturriaga, Félix J. & Sanz, Ivan Pastor, 2019. "Predicting European bank stress tests: Survival of the fittest," Global Finance Journal, Elsevier, vol. 39(C), pages 44-57.
  15. Lajis, Siti Muawanah, 2017. "Risk-Sharing Securities: Accelerating Finance for SMEs," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 25, pages 35-55.
  16. Michael Boss & Gerald Krenn & Claus Puhr & Markus Schwaiger, 2007. "Stress Testing the Exposure of Austrian Banks in Central and Eastern Europe," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 13, pages 115-134.
  17. Peterson K. Ozili, 2020. "Does competence of central bank governors influence financial stability?," Future Business Journal, Springer, vol. 6(1), pages 1-20, December.
  18. Mark D. Flood & George G. Korenko, 2015. "Systematic scenario selection: stress testing and the nature of uncertainty," Quantitative Finance, Taylor & Francis Journals, vol. 15(1), pages 43-59, January.
  19. Wiszniowski, Edward, 2010. "Stress testing as a tool for simulating the effects of crisis in banks," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 1(1), pages 1-9, April.
  20. Jan Willem van den End & Marco Hoeberichts & Mostafa Tabbae, 2006. "Modelling Scenario Analysis and Macro Stress-testing," DNB Working Papers 119, Netherlands Central Bank, Research Department.
  21. Mariña Fernández Salgado & Francesco Figari & Holly Sutherland & Alberto Tumino, 2014. "Welfare Compensation for Unemployment in the Great Recession," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(S1), pages 177-204, May.
  22. Martin Èihák, 2005. "Stress Testing of Banking Systems (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(9-10), pages 418-440, September.
  23. International Monetary Fund, 2006. "Bulgaria: Selected Issues and Statistical Appendix," IMF Staff Country Reports 2006/299, International Monetary Fund.
  24. de Bandt, O. & Bruneau, C. & El Amri, W., 2008. "Stress testing and corporate finance," Journal of Financial Stability, Elsevier, vol. 4(3), pages 258-274, September.
  25. Breuer, Thomas & Csiszár, Imre, 2013. "Systematic stress tests with entropic plausibility constraints," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1552-1559.
  26. Yonghan Ju & So Young Sohn, 2015. "Stress test for a technology credit guarantee fund based on survival analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 66(3), pages 463-475, March.
  27. Juan Solorzano-Margain & Serafin Martinez-Jaramillo & Fabrizio Lopez-Gallo, 2013. "Financial contagion: extending the exposures network of the Mexican financial system," Computational Management Science, Springer, vol. 10(2), pages 125-155, June.
  28. Mr. Rodolfo Maino & Mr. Kalin I Tintchev, 2012. "From Stress to Costress: Stress Testing Interconnected Banking Systems," IMF Working Papers 2012/053, International Monetary Fund.
  29. Sorge, Marco & Virolainen, Kimmo, 2006. "A comparative analysis of macro stress-testing methodologies with application to Finland," Journal of Financial Stability, Elsevier, vol. 2(2), pages 113-151, June.
  30. Petr Jakubik & Christian Schmieder, 2008. "Stress Testing Credit Risk: Is the Czech Republic Different from Germany?," Working Papers 2008/9, Czech National Bank.
  31. Zuzana Fungacova & Petr Jakubik, 2013. "Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 87-105, March.
  32. Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina, 2021. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Journal of Financial Stability, Elsevier, vol. 52(C).
  33. Natalia Nehrebecka, 2021. "COVID-19: stress-testing non-financial companies: a macroprudential perspective. The experience of Poland," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 283-319, June.
  34. Mr. Mark Swinburne & Stéphanie Marie Stolz & Ms. Marina Moretti, 2008. "Stress Testing at the IMF," IMF Working Papers 2008/206, International Monetary Fund.
  35. Carlo Gola & Francesco Spadafora, 2009. "Financial Sector Surveillance and the IMF," IMF Working Papers 2009/247, International Monetary Fund.
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