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Macro stress tests and crises: what can we learn?
4 references·14 citing·49 second hop
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this work references cited by second hop

References

  • 2000Forecasting Economic Time Series1,768 cited
  • 2008Systemic Banking Crises: A New Database1,112 cited
  • 1984Can "It" Happen Again?372 cited
  • 2009Stress-testing the Banking System94 cited

Cited by

  • 2015Using Agent-Based Models for Analyzing Threats to Financial Stability54 cited
  • 2013Dealing with the Challenges of Macro Financial Linkages in Emerging Markets44 cited
  • 2020Sustainability in the Banking Sector: A Predictive Model for the European Banking Union in the Aftermath of the Financial Crisis42 cited
  • 2011Macro stress testing of credit risk focused on the tails42 cited
  • 2015Stress for Success: A Review of Timothy Geithner's Financial Crisis Memoir42 cited
  • 2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights40 cited
  • 2012Stress Scenario Selection by Empirical Likelihood39 cited
  • 2020Bank credit risk networks: Evidence from the Eurozone35 cited
  • 2018Predicting European bank stress tests: Survival of the fittest27 cited
  • 2023Optimal capital adequacy ratios for banks22 cited
  • 2012Macroprudential Stress-Testing Practices of Central Banks in Central and Southeastern Europe: Comparison and Challenges Ahead

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21 cited
  • 2018Stress test impact and bank risk profile: Evidence from macro stress testing in Europe21 cited
  • 2011Stress testing credit risk: The Great Depression scenario21 cited
  • 2013Monetary Policy and Macroprudential Regulation: Whither Emerging Markets19 cited